There are (were) two game stores in my town, along with a borders book store.
Game Store I sells mainly coins/cards/paintball stuff, and has a back wall for some game material. They usually stock 1-3 copies of a book (which go quickly), never have any sales, and mark up their prices an average of $2.
Game Store II (now out of business) stocked even less than GSI above, frequently ran out of, or didn't have on order, items I wanted. There were never any sales, and their debit machine charged a fee of $1 to use.
Borders stocks 3-4 copies of every book has preorders, frequently has a 25-30% off coupon available to card members. Unfortunately, they usually don't get the book on time (if you preorder, you often get it a week after the books out) and are bad about restocking. Buying minis is a bigger gamble than usual, as many have been opened and pocketed.
Amazon: Ships to my office, has preorders with often a 20-40$ markdown, I can buy used or new, and the idea of out of stock is almost impossible.
I primarily shop at Amazon, though borders get's my money on things that I'm not sure on until reading.