I got my phone. It's cool.
I called Sprint to get my number moved over. That worked just fine. At the end of the call I asked about what my first bill would be. Turns out I somehow have three phones and three lines of service. They directed me to buy.com's cellphone customer support to resolve the issue. They closed an hour and a half ago and don't open again until Monday morning. I didn't find that out until I'd spent ten minutes wrestling with their lousy phone system.
So, the phone is cool except for the whole potential identity theft whatever portion. Hopefully it's just some minor bookkeeping mistake where someone else's order is showing up on mine. I won't know until Monday.