Yes, but none of the options really appy since I have no idea what "gamefly" and such are supposed to be. Local video stores are usually well stocked with games for most major platforms and the price is quite low.
Considering that the average so-called "AAA" title has around 10 hours of actual playtime in it, I can just rent it over the weekend and save myself a LOT of money by NOT buying the overpriced stuff. The games that actually provide some decent playtime (anything bellow 20 hours doesn't count as decent) I can always buy when the price drops a bit.
It also helps that I'm on good terms with the owner of the video store so if I "extend" a rental a few more days every once in a while I don't get slapped with a fine or anything.