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We always were told that you could use the word in before a place which is a large space e.g. country/city etc. Whereas, before a smaller site or place you should use at. But actually I don’t know what the precise scope limitation between those two words is. Large? How large is large? Small? How small?

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At is used to talk about the position at a point.

Examples:

It's very hot at the center of the Earth.

Turn right at the next traffic light.

Sometimes we use at with a large place when we consider it as a point that exists on a journey, as a meeting-place, or as the place where something happens:

You have to change trains at Didcot.

Let's meet at the station.

In is used for position in a three-dimensional space (when something is surrounded on all sides):

I don’t think he is in his office.

Let's go for a walk in the woods.

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    However, it is correct to say "I'm in New York", or "I'm in the Sahara desert", referring to these places in two dimensions, not three. – Reversed Engineer Aug 29 '14 at 8:18
  • I don't understand when "In" should be used in regard to places..coz there is always no reason for "In" to be used in 3D space..because as @DaveBoltman says, its correct to say some cities or countries, like "I live in India", "I'm in Mumbai right now". – Lucky Apr 22 '15 at 12:42
  • got clarified by looking into this answer english.stackexchange.com/a/87310/36028 In is used for a general location and at is used for a more precise location.. – Lucky Apr 22 '15 at 12:47

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