Presently I have a 9700 and I am ready to switch to the 9900. Has anyone ever tried just switching the SIM card? I have AT&T and my thought is that if I have a Blackberry data plan, would my new device still work?

Why are you against calling AT&T? that is the best way to get it activated properly.

Plus, you will need to log into your BIS site and change the IMEI and PIN to that of the new device.

It will work fine. You don't need to involve the carrier at all.
Just swap SIM cards.

After you do, go into the Email Settings icon on the new device and it will detect that you have a new handheld and prompt you to move your BIS email accounts to the new handheld.

For your BES account, if you have one, you'll need to do a new Enterprise Activation.