I would visit a Corporate at&t store - you should not have to purchase a SIM from them as long as you add funds to your account while in the store. Otherwise there may be a charge of $25 for the SIM. Authorized third party retailers (such as WalMart, Radio Shack, etc.) may charge a different rate - if they will even provide just a SIM.
=^..^= There must be a happy medium somewhere between being totally informed and blissfully unaware.
If you'd also like to know where you can get SIM cards for dirt cheap, you can always check eBay. There are brand new GoPhone SIM cards for sale from multiple sellers there for as little as $3.77. Some are even included with free shipping.
If not, go to a corporate store like hme83 has suggested.