Yes, you can.
Go to your AT&T store and tell them what you want. You'll swipe your card and pay for it at the time, and they'll give you a big long receipt with all of your information on it. (Order number, etc).
You'll then go home and wait by the computer, checking the order status up to but not limited to 500 times daily.
You'll then begin to get frustrated as other peoples iPhones ship before yours, even though they ordered after you.
You'll then begin to call AT&T trying to gather any shred of information regarding when yours will ship...You'll find no information though...
Then at a very random time, you'll check the status page and it will say "Shipped", and will arrive in most cases the next day...
...Then you'll be happy.
In short, just go to you AT&T store and tell them you want to order one using Direct Fulfillment. It's really easy and straight forward.