Your options are either to order in advance on-line or over the phone and then pick-up actual APs when you get there, or just wait to purchase when you get there. Either way, you will need your ID and DVC member card at time of pick-up at WDW and the first effective day of the pass is when you pick it up at WDW. However, there have been mixed reports on whether you can actually do that at the resort -- in years past the place to get them was at Guest Services right outside the parks or in Downtown Disney; lately some have reported being able also to get them at resorts and others that you still cannot get them at the resorts.
In choosing whether to wait until you get there, you need to consider the possibility of a price increase before getting there. The benefit of purchasing in advance is that you lock in current price.