You can buy an already activated card on ebay and have it mailed to you. Last time I was going to the US this is what I did. Bought a prepaid Cingular card from another UK resident on Ebay.co.uk. He had bought it in the US, used it and brought it back home.

So for £22, I bought a SIM card with £40 worth of credit on it. Pre-paid SIMs dont work in the UK but I popped it in when I got to NYC and all was fine.