This what I know about getting an iPhone:
1. You can't activate it at the store. You need to logon into your iTunes and sign in and activate.
2. They just basically give a sealed box and if you open it and decide to not use it or even touch it, returning it to the store would cost you restocking fees.
3. The iTunes feature of the iPhone would not work unless you have a data plan. If you decide to keep the phone without any data plan or contract, it is basically a very expensive white Brick.
This information I got from a friend of mine who works with AT&T