The cutting you off when you want to cancel technique is becoming more and more common with big call centres now... They hope that you can't be bothered to ring back. But yes you'll save loads of money going with Apple direct.
I know, them disconnecting me really made me angry. The only reason I even ordered through Three is because I wanted it on release day. Otherwise I would have ordered it with Apple originally!
I'll probably save like £400 over 24 months doing it this way anyway.