If you're purchasing from an Apple retail store then they'll activate the device for you on a computer there in the store. That's still connecting to a PC, but at least it doesn't actually require owning a PC. I've heard that they'll do updates for you in store too, though you'd be running without backups in that case (and hopefully you don't live far from an Apple Store).
They will even ask you whether you want to immediately activate the device, you don't have to ask them. (They asked me and the three people in front of me when I picked up my iPad 2. By the way, no one wanted to activate the device immediately, no one bought Applecare and I think everyone except for me bought a cover.)
That tells me that Apple seems to have recognized the ridicoulosness of the whole activation procedure but has not yet been able to change anything about it.
