The sad reality is there really is no one ideal place to buy video games, especially if you like to buy video games whose titles don't start with "Call of" or "Madden." If you like niche games, your only real choices are GameStop and Amazon. With GameStop, you have to pre-order if you want a sealed copy and, depending on where you live, you have to pay sales tax, but you get the game on Day 1. With Amazon, you might pay a little less for the game, avoid sales tax (depending on where you live), and know that you're getting a sealed copy, but you have to wait for it ($0.99 release day delivery is typically only offered on major releases, not niche titles). Plus, there's the risk of having it stolen off your porch (risk varies depending on where you live) or being at the mercy of the postal system.
I'm kind of curious to see how Best Buy's video game sections will change once it starts introducing its "game store withing a store" concept. My major problem with buying games from BBY is that it, like other mass market retailers, doesn't make a strong effort to get new games from the door to the floor fast enough. The game might arrive at the store on Day 1, but it might not make it to the shelf for another several days. I hope the new concept fixes that and isn't just a way of pimping used games.