Do your research. There are a few models. If you're getting 3G / 4G, check carriers. Rates and coverage varies Some allow tethering for free.
Pick a location. Apple stores are more fun, but don't rule out other retailers if you're not picky about the config. the line might be shorter at other stores, but also less inventory.
arrive on scene. depending on how fanatical your area is, you need to get there at least an hour ahead of opening. some people wait days! if you're outside, you might need a raincoat!