is it possible to buy and download iTunes movies at an Apple Store? My internet connection is quite dismal. It's hard to watch youtube 240p let alone a whole [SD] movie (unless you start about a week in advance)

Is it possible to say buy and download (on my Apple ID) at an Apple Store, on one of the display computers, and then copy it to a USB drive and come home and watch it. (equivalent to going out to buy a DVD; my MacBook doesn't have a disc drive).

Or download the full movie on my iPhone, and then transfer it across to my Computer at home. As when you download a movie on your iphone doesn't it download a smaller (lower resolution) version that fits the phone's screen size?
It should not a problem as you are using your Apple ID to purchase the content. If the store employees are ok,then do it.