You must sync a new iPad (on a computer with iTunes) before first use. I don't know if that still applies for the iPhone (though it probably does, for activation). The iPod is worthless if you don't have a computer, for how would you get music on there otherwise?
You are right, this is stupid.
Apple will do this for you at the store, but I imagine for updates you still need a computer. You do for the iPhone.
From what I understand they'll sync it to one of the computers in the Apple store before you leave if you would like so that you don't need a computer to use it.