If you have a GSM phone and buy a new, unlocked GSM phone, you should be able to just pull your SIM card out of the old phone and put it in the new one and have it work. I could be wrong, I use Verizon.
With Verizon, I can buy a new phone then either enter the ESN online or call up a customer service rep and have them add it to my plan. All I have to do is call the activation line and get the latest PRL.