Which version, AT&T or Unlocked? topic

Hi all.

I'm sporting a Galaxy S3 and I believe it's time for an upgrade. I've been considering the Note 4 and it looks like a great phone. I was wondering, however, which version I should get. I'm on AT&T and the price for the phone is 5. I looked around a bit and unlocked versions of this phone are about 0. I would get the benefit of mobile insurance, should I want it, from AT&T, and maybe some support with them if the unit is faulty for some reason. But I'm not sure if it's worth the price difference. Why are the prices so different? And what are the differences between the AT&T version and the unlocked version?

Thank you in advance.