Just a quick note for Google on setting up a newly purchased iPhone on an AT&T GoPhone pre-pay plan, rather than the contract plan. Although the plans kind of suck, you might like to do this if you don't have a social security number or credit history.
Several forums mention using an all-9's SSN or an all 1's SSN in the signup field. As of 4th March, 2008, these are not working. You need a different SSN which can be provided by AT&T (a hint, it has a lot of 1's and a 4, although I get the feeling they change this as too many people discover it). This will have the effect of failing the credit check, and even though you have to go through and agree to all the contract terms it will then present you with prepay options.
Hopefully that saves some people time setting up their new iPhone!