It depends on your intended meaning. If you want to tell people where you are, you usually use "at".
Where were you last night? I was at the assembly hall until 7:30.
Where will you be at 7:30 tonight? At the mall.
If it is important to say that you are actually inside the hall, and not just give a general location, you use "in".
I can �t find you; where are you? I �m in the assembly hall.
So, "at" is less specific. You could be inside the hall or outside.
"In" is used if you are physically inside, and you want to convey that information. If it doesn �t matter whether you are inside or not, you use "at".
Bruce