Okay, I didn't bother to read all bajillion posts here, but let me clear up all mis-conceptions once and for all.
**NO** retailer has to accept a return/exchange without a receipt under any circumstances. I don't blame those managers for not wanting to accept any kind of transaction with a ~$250 computer related item. Retail stores are the target of loser motherfvcker scammers who try to return sh!t that isn't what they bought (i.e. put diff video card, HDD back in original box). So, as far as paying CASH for a ~$250 video card AND losing your receipt, sh!t on you.
Now what happened to you (other than your stupidity) is you got the wrong person on the wrong shift. If you go back on a diff day during a different time (i.e. early afternoon vs evening), you will probably encounter a different customer service associate/manager. You can almost always get what you want at a retail store, you just have to find the right person. Go back on a diff day/time and find a couple diff managers. Explain the situation CALMLY. Now, they cannot easily find your receipt as iif you had paid with a credit card. However, as a disclaimer, if you pay with ANYTHING other than cash Best Buy CAN look up your receipt if it was within the last year. Circuit City does the same thing. Now, if it was a recent purchase, they MIGHT be able to find your sale. They can do a search by SKU to find recent sales of a product. It is a pain in the @$$, so you need to be NICE and they will probly help you; again if you find the right person. Just getting another 9800P would be the easiest thing for them to do, so just to let you know you need to play your cards right if you want to totally exchange it. However, you can do it. But remember: BE NICE. They DO NOT have to help your dumb @$$.
It pisses me off how people try to bend the rules and when a store won't let them, suddenly they're being screwed over. I see people like you every damn day and it sickens me. Just because retail associates are in the position to HELP YOU because their company wants your money, suddenly you have the right to treat them like sh!t (in person or ::AHEM:: otherwise) to get your way. Well, maybe take a step back yourself and realize that you are in this situation because of your own mistake. Now stop bitching and go back & talk to the right person.
--BBY Computer Sales Associate