Advice plz..Migrating entire family to iPhones and iPods, should I do this at the Apple Store?

I

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Advice plz...Migrating entire family to iPhones and iPods

We are migrating from Windows Phones to Apple. In all, two iPhones (AT&T) and three iPods (for the kids). I was wondering if I should do this at an Apple Store or through AT&T. Being quite ignorant of how AppleCare works, is that a better option than the insurance through AT&T?

I haven't had time to research yet, but I would appreciate any help. Thanks
Gene