Gamestop.
I don't know if I will ever buy anything new there, but they have good prices on used items (I mainly buy GameCube). The Edge card stacks with the 75% off GameBoy and GameBoy Color games and most of their coupons and sales (but not all). They have weekly sales. They tend to be cheaper than eBay (for what I'm looing for). The Buy 2 Get 1 Free happened pretty often at the end of last year.
In addition the employees are usually decent (except for one that I know of) and service tends to be quick.
They are annoying with the push to get an Edge card, but I'll take that over my lack of service at Circuit City, Best Buy, Target, Toys-R-Us, and Wal-Mart. If you have a card (only worth it if you buy at least $200 worth of used games in a year) they have nothing additional to say.