Exchange a new band for a longer one.

I think you can walk in and be put on a waiting list. I hope to live close enough to one to visit. Been in one and it was very busy. I would try an appointment if I had an issue that needed someone to repair. Apple Genius appointment.

You can only get a Genius Bar appointment for technical support issues. This isn't one.

You can just come in but they may not be able to exchange it.

Bring your receipt and the box it came in. In most cases you have 14 days to exchange no questions asked, after that you may or may not be able to exchange. This is at an Apple Store.