I've been living in the D/FW area since 1982, and I'll echo bento's post.
Lone Star comics has several locations and a nice contact list of distributors. I've noticed that sometimes they get stuff before other locations (I routinely had stuff in my hands before a buddy of mine in Boston did, for instance).
Game Chest at the mall is most peculiar- despite being in a mall, their prices aren't unusually high. They also tend to stock stuff that is OoP, so the place is a gold mine of archaic and obscure gaming product.
Generation X has the best overall selection of new gaming material I've seen in the area, and they definitely do host gaming. Bento, der_kluge, and I (as well as GenX's owner and one of my buddies) participated in an ENWorld Dallas Game Day there last year.
In addition, there are several comic book, anime and computer game stores out there that carry some RPG/wargame material. The tiny store Boomerang Comics in Lewisville is one such. Their selection is abysmal, but they're friendly and they'll work with you. You may be able to work special orders with them. There used to be a place called Game Wyrd that had a couple of locations- the one in Lewisville was the only one I ever went to, and its closed now, but their other locations may still be around.
Several of the major book stores like Barnes & Noble or Borders have nice gaming sections. Some, like the Borders on Round Grove in Lewisville, actively host gaming groups.
As for HPB, I routinely cruise all of the locations in my stomping grounds- the Round Grove location in Lewisville, the Beltline & 183 location in Irving and others. Their selections vary, as well as their prices. I occasionally donate gaming material to the USO and other charities. To that end, I got a spare 3.5 PHB at one location for $4, and when I wanted another one later on, the best I could do was $10. At another location, though, I was able to buy several near mint Oriental Adventures to donate, each at $14.