It's all on preference. I used to buy at the Sprint Corp. store but I've had terrible customer service with them and for the most part their employees are not educated on the phones that are available. They're only quick to sell what's new. Also, getting my phone serviced was a pain. I did not really mind the rebate. Rebates came in roughly ten weeks after you send it in the mail. I got email confirmation that they have received my rebate and will mail it within 6-10 weeks.
As for best buy, I bought my Palm pre there and had not hassle. Customer service was great and the employees were knowledgeable with the phones and threw in the pros and cons to each. This is something I thought was cool of them. I do my research on all the phones I get and am interested, and knowing that the sales rep knows what's up is also good to know. The instant rebate was great! Before I did not mind rebates but getting it instantly was awesome because you can use the extra money on other things.
As for as the 30 days, I originally bought my pre at the Sprint Corp. store. After getting really bad customer service when I wanted to return it because of hardware issues, I was told that there was a re-stocking fee. That was a pain, but also what made me not want to go to Sprint's corp store again. So I went to Best Buy. At Best Buy my sales rep informed me that there are no re-stocking fees when you return your phone within 30 days.
For insurance, it's up to you. I used to go with the Sprint insurance, but every time my phone would get serviced, they would not be able to fix it and either offered a less expensive phone that was not on the same level as my phone being serviced or refer me to call a third party company. Too many headaches at the corp store. Also, they have different tiers in their insurances. So depending on what you pay, your phone will be insured for that. Kind of like a car; do you want liability or full coverage.
For Best Buy they offer a black time insurance plan that covers your phone of damage even if it's you fault for only ten bucks a month. I felt that I had piece of mind with that. Best Buy does offer the Sprint insurance too if you like that better. I had a bricked pre and they were able to replace it with ease.
For me I've had less hassle at Best Buy than Sprint, so that's why I go there. I hope this helped.