Just because you buy an iPhone through AT&T doesn't mean you can't still get it serviced through Apple. They're all under at least a 1 year warranty with Apple, therefore you can get the exact customer service as if you bought it at their store instead of a carrier.
I've never had a problem with buying at AT&T. I've had really pleasant experiences with waiting in line at AT&T the night before... there are typically much shorter lines on launch days, but also depending on the size of the store, much smaller inventory.