I buy my PC games from digital retailers, like Steam and GoG since both offer relatively cheap games and GoG obviously offers DRM-free games with loads of little extras attached. With the exception of the Star Wars: Knights of the Old Republic collection I don't think I've bought a physical copy of a PC game in years. As for console and handheld games, I either buy them from Amazon or little independent dealers. Amazon in general I like because it's so easy to find what I want and usually for a reasonable price. I'm a big fan of knick-knack stores with boxes full of old games - I can quite happily spend my time there just rifling through the boxes and seeing what games they've got.