It has changed drastically for me the last couple of years because of online and more alternatives than ever. I used to buy 90% of my games from Gamestop and the others online from Amazon.
Best for new & pre-orders: Best Buy is easily the best for those things. Every Gamestop in my town is always sold out when it comes to pre-orders but, I always go to Best Buy and I'm usually the only one there to pickup a game. They also have a very good online system where you can order from home and pick up later and they never try to bombard you with sales like Gamestop does.
Best for used/older games: eBay has a lot of crap to look through but, if you look hard enough you'll find that niche thing you really wanted and depending on the seller you could get it for a decent price.
Worst: Easily Gamestop. Their pre-order system is complete bullshit because they will sell your copy to someone if they come along before you do even if they don't have a pre-order, plus even if they don't have enough stock to compensate for the pre-order demand they'll still process your pre-order like you're guaranteed to get it when you're actually not.
As for used games, that's a complete crapshoot because you might get a game in perfect condition or it could not work at all even though they "test" every game.
Now for the online. Take everything I just said and throw it onto a shitty, poorly designed website and that is their online storefront.
Gamestop is the absolute bottom of the barrel in every single category and it's not even close.
Other:I really only use Amazon as a backup for eBay if they don't have what I want.