In the store. Make sure when ordering that you pick up in store.
Yeah, order on the website and choose to pick up in store. The store gets full credit from the national chain, so the store doesn't lose any money on it and I have found them to be very helpful in getting me the parts at the price I wanted. And yeah, you return the cores to the store no problem.
As for the coupon code, look for a 40% one. You may need to add some small parts to get the price over one of the limits, but for me the calipers were $76.99, so just barely over the $75 min for $30 off, I just had to order the 2 calipers separately.
I heard from some people say that they were only allowed to use the code once, and they figured it got tracked by their credit card. I paid via paypal and never had a problem using the code multiple times.
For the brake lines, if your rubber lines are cracking, then you should probably replace them too, but definitely be careful with the hard lines. They get bent and strained easily when you service your brakes, so if they are rusted, then they won't be able to take the strain as much as good ones. I replaced mine when I re-did my front end.
I don't understand why they don't paint them either. I suppose it is a cost thing, but they could paint them much better and cheaper than we can. I have actually had some individual calipers from autozone/advance, etc. come painted, but it's a crapshoot (actually it was one of my buddy's calipers that came painted black). I cleaned and painted my calipers, but the paint didn't last very long and now they are just rusting.