If you ride out the whole lease it comes out cheaper. Most of the time by a few hundred. When you buy it out it doesn't matter in the end. Either way you're paying back the full retail.
As far as the horror stories on returning devices. Absolutely. I always keep tracking numbers so I have proof that it was delivered. I screenshot when it got dropped off so if anything happens to the webpage you have proof of it. Tell my customers the same thing and it's paid off a few times.