One more reason to go to the apple store to by my iPhone. (when my contract expires in May)
You probably would be wise to buy your iPhone from an Apple store (I bought mine at AT&T) but regardless of where you buy it, you can buy AppleCare for your phone from Apple at anytime.
Unlike what some may think, you can buy it during your first year of owning an iPhone. Doing so will give you extra services, such as telephone support.
Take a look at the specifics at http://www.apple.com/support/products/applecareiphone.html
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Armand