The difference between going to the store and going to a reseller, Costco, or the smaller ones is that when you go direct to the company store, you normally get better service because the carrier is more likely to take care of their own if you don't like the phone or something.
I always like going through the store because you never know when you're going to change your mind on a phone or something. Amazon has great prices but what happens if you get the phone and there's something wrong or you just don't like it. It's tough to take advantage of the carrier 14 or 30 day exchange guarantee if you go through Amazon. There's just a little more piece of mind that comes when you go to the store.
Also, you normally can get a free phone that you want because if you're a new subscriber, most carriers don't care about bringing the price of a phone down because they get to lock you into the service. I can tell you that I personally go over the phone or online to my carrier (Cingular) because the online prices are normally cheaper than the retail stores (lower overhead) and you still get the confidence of going direct to the carrier. Also, the phone reps are willing to dip the price lower on phones than the retail reps.
