There are several, but the two I'm most familiar with are 31st Century Games, and TableTop.
31st Century games is in Olathe, at 151st St. and Murlen. It's a big place, with a lot of Warhammer, d20 stuff, and they also sell WoTC figs out of the box at a reasonable price. He also has lots of Gundam models, and other kinds of models, hobby stuff, a huge play area, comics, lots of stuff. You name it.
TableTop is in Lenexa on Quivira. I think 79th and Quivira. It's also a really good store with a great staff. They have a ton of boardgames, a big d20 section, miniatures, and all the usual stuff.
Hope that helps.