Not sure of the circumstances of your return, but I have bought and returned Apple products at
Best Buy without problem. Also, Costco's return policy is one of the best.
If OP is going to go with the newest model coming out imminently - Apple Watch 4 - then the Apple store could be the way to go, but unlikely to get the best price that way. Kohl's had some great deals on AW3 last year in early November, and again around Black Friday.
If OP is thinking of sticking with the Apple Watch 3, there may be some deals to be had over the next couple weeks. Also, don't forget there is a refurbished section on the apple website - prices might well drop in the next few days after the announcement of a new watch tomorrow. Apple refurbished products are rock solid and indistinguishable from new with full warranty - the only difference might be the box.