Since Gamestop mixes new with used (aka gutting games. very annoying) I rarely buy from there unless It's a real big sale or they are the only store carrying the game (like King of Fighters XII a few days earlier then everyone else where I live).
My main B&M stores are Target and Best Buy. Target CLEARANCES there games, while not exactly supporting companies at full price I still end up buying a copy to count towards their sales.
Best Buy has some good deals B&M wise and I'll buy some new releases here and there.
Amazon is my prime choice of buying new releases on their first week. They have fast delievery and I get the game about 1-3 days after the store gets it (which I'm willing to wait) and they usually give about a 3%-10% discount on some games. Halo ODST for example I'm getting $14 off.... and that's not counting my Amazon rewards.
If a game has been out of production for awhile or very hard to find then I'll go the eBay route. I see no purpose in paying $20 for Lego Indiana Jones when the used rate was $5. Same for Ridge Racer 6.
It's just that simple.







