Should I buy a cell phone from sites like target.com, walmart.com or other similar sites?

I see phones for free or much less compared to the cellphone companies sites. Are the phones the same as I would get from AT&T's and Verizon's websites? What are the hidden pit falls of buying from these places? I just can't see how the "official website" sells a phone for $200 and these other sites sell them for free. I am just wary of these sites even with household names like target or walmart. Thank you for helping a confused person!