Apple has released an iPhone setup and activation video that guides new users through the process of setting up their iPhones. The whole process is handled by iTunes, of course. In fact, you can activate your phone from home, and not while standing in the crowded and noisy mall. Very nice.
The video also explains how to sync your data via iTunes (it works just like an iPod, of course) and features the same well groomed, well lit and hypnotic man - dressed just like Steve, mind you - from the previous video.