Depends on your priorities, I suppose. Do you have to have new games on release day? Do you care at all about keeping some games you really like? Do you care more about quality or quantity?
Personally, I stick to Amazon. I usually wait until a game I really want is in the $40-$30 range, or even less if it's something I can be patient about. Buying from GameFly sales is also good. A lot of times, if you're quick, you can get a good price by selling back to Amazon. I broke even on Dead Space 2, Gran Turismo 5, and Killzone 3, then actually made money on selling Assassin's Creed 3.
Edit: Oh, and Gamestop usually has horrible prices on used games. The one and only time I bought a used game from Gamestop, I came home and found it $10 cheaper, brand new, online. Also, of all threads to necro, why this one?
