Players can now buy upgrade keys for their WoW account and download the Burning Crusade client directly from the World of Warcraft site using the management section of the site.

Here's the steps to do so (from www.worldofwarcraft.com):

1) Login to the Account Management page (under the "Account" tab in the upper left part of the WoW page).
2) Click the Burning Crusade "Download Now" button.
3) Enter your credit card information.
4) Follow the link to download the Burning Crusade game client.

So, if you don't feel like heading to the store and still haven't upgraded, check it out!