Due the the overwhelming demand for the iPhone 4, AT&T will not be offering any devices to walk-in customers until June 29th. All of the units have already been spoken for during the initial pre-order last week.
Here are a few guidelines for customers buying iPhone 4 from AT&T:
Preordered for home or business delivery: iPhone 4 will begin arriving this week for customers who preordered. We'll send an email when each order has shipped.
Preordered for store delivery: AT&T retail representatives will begin calling customers this week to let them know their iPhone 4 is available for pick up in store.
Retail purchase (no preorder): AT&T plans to have iPhone 4 inventory - available on a first-come, first-served basis while supplies last - on June 29 in its retail locations, at AT&T | Cell Phones, U-verse, Digital TV, DSL Internet, and Phone Service, and in business sales channels. As inventory sells out, AT&T will offer the convenient option of purchasing iPhone 4 and having it delivered to a home or business or an AT&T store. As always, customers will receive an email once their order is placed, and again when it ships.
Source: MacRumors.com