All's well that ends well.
It turned out to not be much of a hassle after all. I called them up and they offered to include a postage-paid label to affix on the box to return it, and even have the parcel service pick it up from my home.
However, since it is a model they are currently replacing they don't have one to exchange it, and will have to offer me a refund. This kind of made me sad since the fact that it was technically last year's model meant it was a great deal, plus I already fell in love with the picture otherwise, and already spent an afternoon getting the settings just right. I was not looking forward to starting from the beginning of doing research on HDTVs for a second time.
So...I tried setting up an in-service appointment through the LG warranty just to see what they would say. Repairman came by today and said the damage is shallow enough that he can order a replacement for the outside panel and slide it in, so it looks like I'm keeping the set after all.