No, there is no price difference to buy directly at the Apple Store - aside from any retailer or carrier incentives (free gift card with purchase like at Best Buy & Target stores).

Also, any phone bought at the Apple Store for full price is unlocked regardless of carrier or model. Again, despite what Apple Store employees might try to tell you. (I have an Apple Business Support rep that I deal with directly at the store and he's the one who told me about the unofficial agreement with Sprint not to sell their iPhone models "off-contract" or unlocked. Apple Store employees can't lie about the phones but are supposed to discourage people from buying them. A little pushback from the customer and Apple Store reps will cave.)