You're confusing yourself by using similar examples. Find examples where "in" cannot possibly be replaced by "at", and vice versa. Then the difference will become obvious.

Briefly... in means 'in' ! Actually physically inside. Well, usually it does. At... is a little more imprecise. I could be inside, I could be at the door/entrance. Maybe I'm just outside. Usually they are interchangeable. Usually it does not matter. But, for example, if someone asks me where my husband is because they want to phone him... If I KNOW he's IN his office, "It's ok, he's in his office, so call him now." If he's at work, but I'm not sure where, "He's at the office, but it's coffee time so he might be in the canteen. Try calling a bit later." Hope this helps. Over to others now for more and better answers!

This one can be a bit tricky. First of all, "in" can mean two things. 1. You are actually inside of something, 'I'm in the mall' for example, you are inside of a building. "I'm in the park" - you are inside the area of the park. 2. We use 'in' when we are talking about a place that is not very specific. "I'm in Mexico, I've been here for two days". Or "I'm in Mexico City, I got here yesterday". These are both very big places obviously. If I wanted you to come and pick me up in your car and I said "I'm in Mexico City" you would have no idea where to go. "At" we use for being a bit more specific. We wouldn't say I'm at Mexico" (or Mexico City), but we would say "I'm at the airport" or "I'm at the stadium". In this case you would know where to drive to if you wanted to pick me up. So, if I wanted you to pick me up from the airport because I had just landed I would say "I'm in Mexico City, at the airport, I'm waiting for you outside" or "I'm in Mexico City, I'm in the airport, at the baggage claim area". In this case I use 1. 'in' less specific 2. then I use 'in' because I am inside of a building 3. then I use 'at' because I am being more specific. Hope this wasn't too long winded!

A small correction: 'grocery' refers to the products themselves. You need to say, for example, 'I'm at the grocery store'.