I am cancelling my t-mobile contract after one week due to lousy service. Am I required to return the phones?

One of the phones they sent us is a defect, the customer service is horrible and when I called to ask this same question they said "I don't know, look it up online". We signed up on the 18th and recieved our phones on the 22nd. One is a defect. We have no reception in our town which they said was one of the best covered places in Anne Arundel County. We're switching to AT&T (numbers being transferred as well) Are we required to return the phones we got with T-Mobile? We don't have the packing slip, box, phone boxes, instructions, or anything of the sort, only the phones and chargers.