We're excited for you to be joining our T-Mobile family!! You do have the option of purchasing the SIM cards 4-5 days in advance and being set-up with a temporary number until your AT&T contract expires. Once your contract expires, you can just call 1-800-937-8997 to have your number ported from AT&T. However, doing it this way, may cause you to be charged for your plan while you're not able to use it.
As rizzies mentioned, activating the new SIMs in-store may be the most convenient way to go about this. You can find the closest store to you here: http://locator.t-mobile.com/Locator.aspx