If I had to rank them in order, I'd say it goes Best Buy, Walmart and then Target. I hardly ever look in retail stores for pc games anymore either, but last September( the last time I actually considered buying a pc game at a store) I was at Best Buy looking for a copy of Age of Mythology. They had a pretty large sized collection of pc games ( maybe 150 different games? I'm just guessing). Anyways, Best Buy is easily the best of the 3.
WalMart is OK. I was actually there today and checked out what they had because of this thread. About 100 games, with a blend of relatively newer games (Metro 2033, Mass Effect 2, Singularity, Bioshock 2, Dragon's Age, Assassin's Creed 2, Alpha Protocol... uh I can't remember what else), some games that are a few years old ( Fallout 3, Sins of a Solar empire, Crysis) a lot of Sims games and a bunch of the obvious older stuff like Blizzard games. Anyways, the selection isn't great compared to DD services, but it's decent enough.
I haven't checked out target's selection in a few years, but in my expereince it pretty much sucked

That's the cheapest option of course.

Same situation here. Only we don't have the Euro making digital distribution insanely overpriced.

Ahh but you have remotely sane RRP rather than "40 bucks more than the american price, just 'cause"

Is there even a reason for that? Do you have an insanely high VAT or something? We've got an absurdly ludicrous 20% VAT yet we often get better deals from Steam than the marginally more sane US.

Don't even get me started. I like digital distribution but the prices are just crazy.
Steam Fallout 3 goty - 49,99
Retail - 21,73
And retail comes with a nice box and a t-shirt!:
http://sklep.cenega.pl/galeria.php?id=1152
Oh, and the best thing is that Cenega (polish distributor) removes GFWL from the game, because it's unavailable here.
End that's the story with every single game. You'd have to be insane to buy anything from Steam or other digital distribution service unless it's one of those weekend few euro deals.
BTW we have 22% VAT. How about that?

That is insane. I don't know where they expect to make any money there at all. Surely they noticed a sharp drop in sales when they introduced Euro prices? Nah, of course not. That would be giving Steam, publishers and Steam fanboys all too much credit.
Also I'll point out that UK online stores like Play ship to Poland free. Zavvi charges £1 but some of their sales mean it's worth it.

Our VAT equivelent is 10% and our RRP for a new AAA console game (au$110) is round 65 quid

I know i bough both kotor 1 and 2 from Play because here i would be stuck with localized version which is not good.

Something is going seriously wrong there. I know it's just generally more expensive in Australia, but that's barking.

I won't pay more than $10 maybe $15 for a digitally downloaded game (example: Monkey Island 1: Special Edition). Once you buy it digitally, it's yours and you can't trade it. I don't mind paying $10 for a game I will finish and never touch again, that's worth my $10, but I am not going to spend $60 on a PC game that I will finish and never touch again? I prefer a physical game that I can trade away at a small loss.
My most recent retail purchase was Mass Effect 2 for PC, which was $60. After I finished it as well as the downloadable levels, I traded it on Goozex for the equivalent of $40 which I can use to purchase other used games.
Mass Effect 2 is still $50 on Steam and I only paid $20 and someone else gets to play it for less and so on and so on.
EB Games has a horrible selection of PC Games where I live as well, but Best Buy has a huge selection.

Frotunately most places don't pay attention to the RRP, they realise the psychological impact of charging over $100 for something, sadly that means they just charge 99.95 for it instead. That changes for giant AAA games guaranteed to sell, something like modern warfare 2 would have been the full $110 unless the shops tried to undercut each other, then it can get as "low" as $80. It may be a slightly smaller one, but we're still getting the shaft (and I can't dig it),

Oh wow, so you're getting prices as low as the equivalent to £55? That's just crazy-cheap! Especially seeing as most full price PC games retail at almost exactly half that here.

Electronic and giant chain stores like Target and Wal-Mart are the only places to go if you want PC games now. GameStop only stocks anything made by Blizzard or Valve.

My local Target has a good sized collection, actually, and even get games like STALKER CoP and The Settlers. They also have a lovely clearance bin... I got Red Faction Guerrilla there like 4 days after it came out for $20.