I bought my phone from Amazon wireless. If something ever does happen to my Infuse and I need to get it replaced and it is not my fault (like a faulty phone), can I go to an att store or like Best Buy or do I need to contact Amazon?
Your warranty will be through Amazon, or Samsung. AT&T won't help you. That would be like buying a toaster at WalMart and returning it to Target if it was faulty. Not trying to be a smarta**, just pointing out the difference.
This is not necessarily true. Even though you purchased your phone through Amazon, you still have a warranty through AT&T/Samsung. You can call into the exchange by mail department at 1-800-801-1101 and they will be able to replace your device with a refurbished model.
I don't believe that you would be able to swap it in the store, but I know you can get it replaced using the above number.
AT&T doesn't do warranties on devices, the manufaturers do. AT&T will help with the warranty process, no matter where you purchased the phone, just not in their retail stores. You can go to your local Device Support Center, or call the 800 number listed above. It's called a "manufactuer warranty" for a reason.