Yeah, actually I did just that. My original phone was on Verizon. We went to AT&T to get me a new phone, and to transfer the number. They said I had to go to Verizon, and cancel the line/number first, THEN go and set up the number under AT&T
That's sounds so weird. I thought porting a number could always be done without a gap of connectivity.
By having to cancel first, it could be an hour or two where you have no working cell phone.