I find ATT long distance to be less of a pain to deal with than the others: You don't have to grovel or call twenty times to get your switch fee refunded (it just appears on your first bill), they don't charge frequent flier excise taxes from what I can tell (10,000 miles with Sprint will add $10 to your bill), and I actually find their automated system to be quite painless and sort of sophisticated. So, yes, a pain, but comparatively less of one. I posted the other day that I have my miles posting unbelievably quickly with zero followups. Maybe I'm just lucky.
I would stress very strongly to sign up over the phone with a person and not online.