AT means that you are talking about an unspecified place of the city, or also about a place with 'crowds', many people, (at school, at the hospital, at the supermarket).

You could say you are IN the hospital, school, etc, you are inside the building. With "AT'' you could be at the parking lot, arriving there, at the entrance, etc.

Example: I am at the beach. (any part of the beach).

It´s good to be at home. (in general, unspecified.)

I am in my house. (I am inside it, 'enclosed').