Claudiog has confirmed what we've speculated for a while. The digital download of Wrath of the Lich King will not be available right away next Thursday.
The digital download for Burning Crusade took a few weeks to get going, and while Claudiog can't say if the Wrath version will take as long, he does mention it won't be available immediately.
This is important if you're living someplace far off and are expecting to be able to download Wrath the night it releases. While there will no-doubt be places around the internet where you can do it – you will have to use those places at your own risk.
You'll hear it here when the digital download does finally go live, but don't expect it anytime soon.