If I go tommorow and buy a full price iPhone in an apple store tommorow, and go unlock it afterwards, without setting up an AT&T contract, will I be able to use my warranty in case of it cracks or something ?
You will have to restore it to locked/unjailbroken in order to get it serviced, and it will need an active AT&T sim in it. Also you have to have an AT&T account to buy an iPhone.