Used to get mine at GAME. Sometimes still do, not so much anymore but then again, I don't buy videogames often anymore, either. Though I've bought the vast majority of games from there for the past decade.
More recently, I've begun to buy through Amazon, but I've only ever got a few through there. I'm beginning to think I'll end up using this site a lot more from now on. After all, the range of games is often far more expansive, with all kinds of games I've never seen in GAME. One of my favourite series, Disgaea, has never been seen in that store so I've exclusively bought through Amazon for those three games I own.
For the record, GAME is a UK store. I think it might be tied to GameStop or something but I'm not sure. Still, I don't think it'd be much of a far cry at all to consider this as our equivalent of GS.