For people who bought through Apple and have AT&T.
Dial 611
Press 1 for your number
Press 3 for upgrading
Tell them that you're upgrading to the 4S
Give them your name and last 4 of social
Supply them with your IMEI/MEID code, It's located at the bottom right hand corner of the box the phone came in.
Supply them with the 20 digit code that is on the new Sim Card, Apple does not give you the "tool" to get the card out this year so you'll need to either use an old one or find something that can do it.
After they've entered the information. Put the card back in, turn off your phone.
Restart your phone after 10-15 min and you should have either more cell reception or be activated.
If you're still not activated at this time, plug it in to your computer and start trying to activate via the Phone and iTunes.