You don't have a choice. They have to activate it in store. That's what's been causing the long lines outside Apple stores.
I ordered my 2 black 16gig Monday at noon (1 for me, 1 for my wife) and they've both been backordered since yesterday afternoon with no change. They were supposedly #1 and #2 in the queue line before the system was closed down. Hopefully they ship today.
Monday the 21st? If so, you're probably not seeing them for a while (as everyone has said, 10-21 days from the order date). There are people who ordered within the first week from realease who haven't gotten their black 16GB models yet. I'm sure AT&T is shipping by what order number you are in their system, not the stores.