If, like us, you are catching a train to Lyon from Gare Montparnasse, there is an Orange store, Boutique Orange, very near the station at 11 Rue de L’Arrivee.
I should have mentioned before that you will need a GSM phone which is UNLOCKED. Verizon phones, at least when I had them, were not GSM capable. AT&T and T-Mobile, and, I believe, most other American carriers, are.
AT&T phones bought on plans generally cannot be unlocked until they are fully paid for or the plan is complete. If the phone is not unlocked, you cannot use it for European service. If it is unlocked, all you do is swap the existing SIM for the new one, punch in the code that you get with the SIM, and you are good to go.
Make sure the phone really is unlocked; I thought I had gotten mine unlocked by AT&T but when I tested it (fortunately, before I left the US) by borrowing a T-Mobile SIM, it was not. I had to repeat the procedure provided by AT&T to get it really unlocked.