iPhone return policy - Specific question?

from Apple's own site

"iPhone Return Policy: If you are not fully satisfied with your iPhone purchase, you can return your undamaged iPhone within 30 days of purchase for a full refund and you will not be charged an early termination fee. The iPhone must be returned with your original receipt in its original packaging, including any accessories, manuals, and documentation."

I purchased my iPhone less that 30 days ago. there's no damage to it whatsoever, and I'm not looking for a return, I'm actually looking to exchange it, for the same model iPhone. (current phone has a few minor quirks, that really aren't a big deal, but since I have to option to fix the problem by getting a new phone, then of course I will)

I actually have two questions about the return/exchange procedure.

First, I purchased my phone from an AT&T retail store, do I have to return it to the same store (200 miles away from me), Can I take it to a local AT&T retail store, or preferably an Apple retail store?

Second, I put the receipt for the iPhone somewhere really safe, and you know how that goes, its in such a safe location I don't remember where it is. I know apple is good with keeping track of that kind of stuff, I mean a majority of the receipts are emailed and not printed, so that's all archived, and on top of that both AT&T and Apple probably know the exact second that my phone was activated. so, would not having a printed receipt cause any issues with this exchange?