Yeah I'm contemplating on going in store too. They'll ship to Philly online, but I'm in Boston. Might just do the purchase at an Apple Store on the 21st.
Last year, with the 4S, AT&T forced the phone to be shipped to the billing address on the account, but all you had to do was call them after you place the order to get them to change where it's shipped to.
just drove by AT&T store, 5 people were waiting to get in at 9 am - also, target is doing pre-orders w/$50 deposit, they said they only have a certain amount so go early as possible