Editors' note: This firmware is not recommended for iPhone 3G users.
Based the availability of the firmware, there's a good chance that iPhone 3G S users should expect a firmware update for their new iPhones after connecting it to iTunes for its initial sync. If you are not automatically asked to check for or install an update, press the Check Update button in iTunes on the device summary screen just in case. If an update is available, iTunes will tell you.
Last time Apple released such a massive software and hardware package, its servers were overwhelmed, so it might be wise to predownload the firmware linked above if you have ordered an iPhone 3G S. Before using the firmware, launch Settings on your iPhone 3G S, select General, and then About. Look for version with a value of 3.0 (7A341) and if it is present, you don't need to use the firmware linked above.
MacRumors forum member ThE.MeSsEnGeR posted an interesting table showing the iPhone OS history--including the history of iPhone OS 3.0.
We've heard that some iPhone 3G S units have shipped early. If you have received yours and iTunes prompted you for a firmware upgrade, let us know in the comments.