The Apple Store Online is a safe alternative, but it will take about 3 weeks according to the Apple Store Online. From my conversations with the Apple Retail Stores, they are saying that the reserving in store would be a shorter wait. Note, you do not need to walk in the Apple Retail Store to reserve, you can call; however, reserving means picking the device up in store within 24 hours of receiving the email.
Best buy stores are also an alternative to purchase the iPhone 4. But, from speaking with customers and employees, they do not have a time frame in which you would receive your device. Additionally, from talking to Radio Shack, they do not have the iPhone 4 in stock but can order one for you. But, even Radio Shack claims they do not know when the iPhone would arrive.
All in all, the choice on how you would like to reserve your device is up to you. Personally, I would choose an Apple Retail Store as they tend to have a higher priority on receiving the devices. If possible I would call multiple Apple Retail Stores in the area and reserve the iPhone 4 – it would help increase you chances on receiving the iPhone 4 sooner.