I only buy games I want to pre-order on Gamestop/EB Games, because really I don't know of any place that will take pre-orders and have bonuses here in Canada. The Gamestop here is ridiculous because they take advantage of popularity by jacking the price of popular titles up. (New Super Mario Bros. Wii is $65.00 there, while it's only $60 at Wal-Mart) Everywhere else, it's either Wal-Mart for new,
this store on eBay for games I've been meaning to get but forgotten, and Blockbuster for used. Steam and Pirate Bay for PC games.