I personally would do it at the Apple store. I guess theres a few reasons for this,
1. if i have questions I have someone there to answer them ASAP not like i need help setting up my iPhone but when I got my iPhone 5 the apple store turned on iCloud and backed up my old phone before activating my other phone. I don't think you will see this type of service at AT&T.
I am not saying anything bad about AT&T I am just saying the apple rep would do anything and everything they can to make sure your experience was very good the first time.
Last year Apple said that if you are 50 miles or greater, one can call in to get the AppleCare + but those closer than 50 miles have to bring the iphone in to be checked out by Apple Store Rep. Some have been real lucky and made a direct call to AppleCare +, not to one of the other reps, and purchased the warranty that way. Number below.
800-275-2273 (AppleCare +)
Getting the iphone 5s via Apple online store or in person at one of their stores, you can purchase the PLUS warranty at the same time as when you purchase the iPhone. Simple
For me, Verizon said they could get it at their store, but when one of the reps called apple, it was a no go. I lived only 22 miles from the nearest Apple Store