I was annoyed to find out that AT&T charged me a $36 activation fee for activating the iPhone. I don't think there is anything I can do about it. It is kind of annoying, on top of the $300 + tax for the 3GS.
This is common practice for most cell carriers when you activate a new line.
The annoying thing is they charge this even when you have been a customer for 10 years and just get a new phone. It's to cover the cost of setting up your new phone or something. It's just BS to pad their losses on the subsidized cost of the phone. I just factor it into the price of the phone when buying.