If you make an appointment at an Apple Store - they will set up your new iPad for you. However, it is very easy to set up a new iPad. If you have the old iPad and you have been backing up and syncing with iTunes, or if you have been backing up with iCloud, you can do it yourself.
If you use iTunes, transfer all of your purchases into your iTunes library, backup your iPad and sync if you like. When you get the new iPad, you can activate it OTA using WiFi - or you can activate it using iTunes as well. At the end of the process, you will have the opportunity to restore from your iTunes backup. Select that option, and after the restore completes, sync with iTunes, if the sync doesn't start automatically.
If you backup with iCloud and do not use iTunes, select the restore from iCloud option and all of the settings and data will restore to the device and all of your apps and music will download from iCloud onto the iPad.
Read these articles for more help.
How to backup and restore from a backupThis is pretty good reading as well.