In order to save the hassle of receiving the game and waiting for it to install before venturing into Northrend, consider downloading the client ahead of time, then just entering your product key when you receive the box.
This could prove to be especially helpful for people like me who would otherwise have to wait a few extra days before activating the upgrade and joining everyone else in their expanded play.
Try either here or here for the client. ;)
Gaiwyn of Proudmoore