[bydrake7]

I am also looking forward to SE myself an iPhone. I am also afraid of the phone getting blacklisted, so I would go with something like this for my SE (maybe this will work for your situation also):

1. SE an iPhone (from Apple, Amazon etc.)
2. Buy the same iPhone (color, storage space, etc.) from a local tech company.
3. Swap the Phones (only the phone!) at home.
4. Bring back the SE'ed phone to the local tech company.
5. Profit?

You've than legitimately returned the SE'ed (risk of being blacklisted) phone and got yourself the "good" one.

I would be careful with the method. I would recommend to reseal the box and then give it back! They won't double check the phone if the box is sealed