If you buy it on contract they will make you activate in store. Honestly, its a smarter idea than doing it at home in case anything goes wrong.
If you already have a 4G SIM, or are buying it off-contract, they shouldn't have a problem with you doing it on your own.
Actually had a problem with that when setting mine up. As a security feature, Verizon will deactivate the SIM card if it was tied to a phone that was returned for any reason. That SIM card will be dead forever; they will never reactivate it. I fought with tech support and customer service for a while before someone intelligent enough to explain to me got on the line, after which I understood but did not like x). I left a suggestion (that no one will ever look at) on how to implement a better SIM system, but we'll see how far it gets (my money is on the circular filing cabinet).