I need to port my number but I didn't do it in store yesterday because I didn't want to hold up the line anymore than it already was. So I got a new number and plan to go back to AT&T today to port my old one.
When I came home yesterday and registered my iPhone in iTunes, there was no option to port the number.
So, if you bought the phone yesterday and it was NOT activated in store, you will probably have the option in iTunes. If it was activated in store, then you will have to go back or call them.