I went to BetterBee Friday afternoon and picked up our bees. (They suggested I should put them in the truck cab to drive them home; I declined.) They came in a screened box. And we had the hive ready - one super and parts; all painted for durability and cooling. (No paint on the surfaces the bees will contact.)
The smoker won't work with new bees; so you have to spray down the bees, all the frames, and the box with sugar water.
Here's a picture of the frames before bees (we'll get more pictures like this as the season goes on):
You pry the cover off the box of bees and remove the queen - she is in a little box with several drones attending her.
Then you shake the box of bees hard to get them all to the bottom, invert the box over the hive, and shake hard again to allow the bulk of the bees to fall into the hive. (The idiocy of shaking a box of bee just inches from oneself was not lost on me - but it worked.)
Once most of the bees are in, you replace the frames, and hang the queen box between two frames. (Ours fell in, and I had to retrieve it, but it worked the second time.)