Honestly I think it's a somewhat negative thing.
Wal-mart offers good deals, and presumably the larger pervasiveness of the games will lead to more players, which is usually thought to be good.
But Ashrem is correct, it will harm local stores. Wal-mart especially has done it before in small communities: The Wal-Mart moves in, and all the little local stores die. Granted, this is very different, but there's the precedent. Gaming stores are like the modern tavern, like the Green Dragon in Hobbiton: They're a place where 'the folk' can gather and do their thing, untroubled by the outside world. They're very valuable, and e-commerce threatens them.
The other problem is that larger exposure is not necessarily a good thing. Small, somewhat hidden, tightly-knit commuties are priceless; I'm learning how this is true as I get older. A thing becoming more popular tends to decrease its community aspect because people don't have to look for the hidden group in the sea of humanity anymore: They can get it anywhere.
The community is what I really love about roleplaying and gaming in general (excluding video gaming . . . check out
www.penny-arcade.com's Big List of Idiotz for why), and when RPing becomes more popular that community is at-risk.
-S
