Did you presign? All Apple shipments require a signature. If they left your iPhone at your door without your authorization then they are liable and you should be able to get them to replace it. If you did presign though, you may not have a leg to stand on, since you gave them permission to leave it and it got stolen. Contact FedEx and your credit card company to see what can be done immediately. I know some CC companies offer protection against things like theft. If you cant work it out with FedEx then maybe look and see if your homeowners or renters insurance will cover it.
I've had problems with FedEx leaving things on my door before and then mysteriously having them disappear before I got home. It's a fun experience, at least if you call bashing your head against a wall getting nowhere fun 🙄 Good luck though, since a signature is required you at least have a legitimate case if you didn't presign.
Edit: I assumed you ordered from Apple, but if you ordered from AT&T or someboby else and had it delivered that may not be the case. Good luck!