When I tried buying an iPhone from an AT&T store they wouldn't let me just buy one. They wanted ID, for some sort of proof of NY residency. They wouldn't let me buy the phone as a gift, they said they had to have me pre-approved. They wouldn't just let me run the activation at home (which I never planned on doing anyways).
Apple Store was an additional hour drive in each direction, but the phone's been worth it.