There's a comic book shop on south street I think just down the street from the Tower Records there. They have about half the store devoted to RPG/Warhammer stuff.
Fat Jack's Comic Crypt on Samson between 20th & 21th has some stuff.
The Borders on Chestnut St at about 16th St has some stuff.
Unfortunately in the city proper there hasn't been any full fledged gaming stores since they closed the Complete Strat that used to be at 20th and Walnut, back in '94.
Beyond Books down in Delaware is a very good store (I forget the address) and there is a large gaming store near the University of Delaware. But either of those requires a car to get to.
The King of Prussia Strat, can be reached by taking the 125 or 124 buses that go past 30th St Station (on the 29th st side). Though the 125 bus is better. You need to look for a gas station at a Y split in the road, shortly after the bus gets off I76. The 125 bus takes the left hand fork and the 124 the right hand (both go to the KoP Mall). The Strat is in a small shopping center on the right, that I believe is the first light after that Y. But it's much closer to the route that the 125 bus takes, but they both basically go on either side of the area that it's in. The stop for the 124 bus would also be at the first light after the Y fork in the road, just head to the left.
There are a number of small stores in various malls in the area including a WotC store in one out in the Fraizer/Downingtown area.
My sympathies. When I came down to Philly for College a gaming store was one of the first things I looked for and I probably passed within a block of the Old Strat never knowing it was there.