Yes you can you just have to log onto your account on apple.com then go to your order and you can change it from there. I changed it to my work after they had told me it had to ship to your billing address. When I called customer service she said it will ship to my work no problems.
Change your billing address on AT&T's website to the address you need it shipped to. Once the order ships, change it back. That's what I did and it's supposed to arrive tomorrow. ianbroste's way works as well.