el_capitan,
Several things:
First, think of RadioShack and Best Buy as retailers with Sprint stores in them, so your contract will not be changed, and you will still be able to pay online through sprint.com and do everything else just as if you purchased the phone from Sprint stores. So, you can pay like normal.
If something happened to the phone that had to do with manufacturer defects, your first source of assistance will be Best Buy or RadioShack, depending on where you bought the phone, but ONLY in the first 30 days of service. After 30 days, which is the "trial" period, Sprint will be your main source of assistance.
The incentives of going to a Sprint store are few, but sometimes helpful. The sprint store has much, much more access to your account and other third party options. Best Buy and The Shack can only sell you a phone with a basic plan. They cannot, for example, add insurance to your account, cannot deal with billing issues, cannot swap phones... well they can't do anything past selling you the phone. I would always go to Best Buy or RadioShack to get a phone since there are no mail in rebates, and usually better pricing. After your first 30 days, then go to Sprint to get everything done.
So in short, purchasing a phone from The Shack or Best Buy is basically the same exact thing as purchasing it from a Sprint store. They just can't do all the fancy stuff.