Another "Me, too!" here.
I put in a reserve online at the Apple website Monday night after 9:00pm. Then I went to the Apple Store in Towson, MD Tuesday at about 5:15pm. There was a line outside for iPhone 4s purchases, and I ended up waiting for almost an hour. When I finally saw a sales rep I said I had a 64GB black on reserve, but he was confused. Anyway, I specified that I wanted to get the AT&T, off-contract. Because of that, I was in and out of the store pretty quickly. My receipt did NOT say, "Device Only"; however, it did say that the phone was NOT activated at the store.
I went home, removed the micro SIM card that came with it, and attempted to plug into iTunes. I got a "please plug in with a SIM card" message. I was paranoid at that point, and I didn't want to. Then I remembered that I still have an old SIM card from a T-Mobile phone, which I no longer use. Of course, it was the wrong-sized SIM card, so I had to cut it down to the micro size. I plugged that SIM card in, fired up iTunes, and a message window popped up saying some error about the SIM card (no surprise, since it was inactive), but I did get the coveted "Congratulations, your iPhone has been unlocked" message in the main iTunes window.
Yesterday (Wednesday), I bought a pre-paid T-Mobile micro SIM card (I do have an AT&T account, but I haven't gotten around to taking the SIM out of my old phone, cut it, and put into the iPhone yet), put it in the iPhone, and I was able to make a call from the iPhone. Yesterday evening, I restored the phone to see if I would get the "Congratulations, your iPhone has been unlocked" message again, and yes, the message appeared again. So it looks like all is good.