Actually, most radioshack stores (possibly all radioshack stores) no longer sell refurbished phones, even if they do, they have a different stock number and price, and always have. When a phone gets returned, it gets sent in, and I assume most eventually end up at sprint stores possibly as warranty replacements as refurbs. The only time the store wouldn't send it in is if it was never rung up. In that case the ESN gets cleared. if it's rang up and the customer changes their mind before getting out the door, it has to be sent in.
The only other reason a box would be open, is if an employee opened it to check it out, it would be rare to find one like that around where I am, since there are so many phones moving. In fact, too many phones are probably being sent in, between customers changing their mind on what phone they want, and things like people setting the pattern lock and messing up and either not knowing the gmail login they set up, or it not working. I've not yet seen a way to get out of it, even with searching online, calling to the phone and pressing home doesn't work, neither the sprint corporate store or the authorized repair store that's not sprint corporate seem to know what to do, so the phone gets exchanged. If anyone knows what the actual solution for this is supposed to be, let me know.
As with any kind of store, there may be some that aren't following the rules, if you know of one, they all should have the district manager's number posted at the counter, if it's not there, they will be in trouble for that too.
As far as headaches caused by people being told the wrong thing, the independent dealers are the worst, they represent themselves as being "Sprint", (not like other wireless dealers which lately seem to have their own brand on the sign before sprint), they seem to think radioshack is the place to send customers of theirs or not who come into their store with a problem, assume that radioshack carries whatever accessory someone asks for that they don't have, and tell the customer in such a strong way that the customer thinks the radioshack employee is lying about not having it, tell people who've screwed up a setting on a phone that they have to go to radioshack and return it(even if not bought at radioshack) etc.
On your phone, as long as there are no signs that you may have damaged it, they will probably do the exchange, just be polite about it, if the employee doesn't think they can do it, have them check with their manager or DM. In the case that the phone has actual damage, like lots of or heavy scratches, or a dent or crack in the screen, or water damage, don't count on it, because the store doesn't want to take back merchandise that will be treated when sent in as a total loss and charged against the store.
The 30 day thing, people are reluctant to make exceptions after the first time they find that the person they helped out past the 30 days is a serial exchanger, who was on their 4th or so phone, with remorse about phone models, or problems that aren't really a defect etc. then later came in later to do it again and again. These people are part of the reason a model may be out of stock when another customer wants to buy it, they already bought and returned it and it had to be sent in.
So be polite, not rude, explain the issues, have all the paperwork and box just in case. Check out the new one before you leave the store, make sure there's nothing ike that wrong with it, because you can't expect them to be understanding about repeated exchanges beyond a certain point, you will get yourself into that category of "problem customer that keeps costing the store money", which cuts into the manager's pay.