Retro Gamer is my favorite, without a doubt. Such a high-quality magazine with amazing content and great articles. Extra-large glossy pages, too. Lots of retro content on a wide spread of consoles and computers. As well as modern retro-style games being previewed and reviewed. But the trade-off is that you really pay for it. Single issues being $12.99, and a subscription ran me $85 for a year. When I went to re-up it the next year they wanted a whopping $118! Couldn't do that. But that's because it's a U.K. magazine, and I'm in the U.S.
My favorite used to be Videogames and Computer Entertainment in the early to mid 90s. Like Retro Gamer, it just had so much content on such a wide spread of consoles and computers (but was current at the time, not "retro"). And I loved that. As a kid I was limited to the one console my mom would buy me, like most kids. So it was really cool to find out what was going on in the rest of the video game world and drool over it all. This was pre-internet, remember, so this info wasn't easy to come by for a kid back then.
After that went defunct mid-90s, I moved on to Electronic Gaming Monthly. The next best thing to Videogames and Computer Entertainment in being inclusive to many systems (even some of the "lesser" ones). Pretty hefty sized magazine by the late-90s to early 2000s, too.
And I'd always get an Official PlayStation Magazine and Official Dreamcast Magazine whenever I could...for the demo discs, of course.