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This can be either for video games or board games. Do you have a nice local shop, or do you plan visits to a nearby city to find new games? Is the Internet more convenient for you?
For PC games usually online on Steam. There's always good deals and the download rate is quick. It just sucks when a game is 50 GB in size.
I don't buy many games, but the ones I've bought lately have mostly been on Steam.
I buy all old school games from a local used game store near me. Any newer ones I buy online.
Mostly Steam for PC games. I try to buy from mom and pop shops whenever I do buy games. Amazon or Ebay for those harder to find items. Don't use Amazon as much since they've botched my order a few times. The big reason I used to like to use them was the extra $10 or $20 you'd get back via credit. I used it to buy more games usually. But they stopped doing that. Got burned a couple of times at Gamestop so I stopped using them altogether. Plus those lousy stickers that won't come off from used games are so annoying. But on a very rare occasion I like to stop in and check what they have.
I keep an eye on kickstarter for new board games. For games I've already tried I stick to a local shop.
I buy online entirely. I don't actually have a disc drive on my pc. The internet is so convenient. Pretty sure I'd order everything off it if I could afford the postage.
I pretty much buy/obtain my games from online venues, whether it be from Steam, Origin, Amazon, or other services.
I like having a hard copy of games. I play on the Xbox One and I got the Gamer's Club Unlocked at Best Buy which gives me 20% off all new games I get. Sometimes they offer a $10 certificate if you pre-order the game which is nice. Amazon is cool too if you have a Prime membership, sometimes you can get games for a decent price when they have a sale. 2 day shipping is pretty awesome.
As a kid I had an awesome used games shop but these days on PC it's almost all digital. Even with my handhelds and PS3 almost all my games are digital.
I buy old games (I collect pS1 and 64) on Ebay or at quirky collector shops. I usually buy new games from chain stores as I like to have the cover. It's silly but it does feel nice to physically open something when you pay $80 for it.
I've mostly given up on Kickstarter for board or video games, unless I know designer/publishers behind it. I buy pretty much all my video games all online (either Steam or Amazon). Occasionally I'll buy board games locally if I need something immediately, but for the most part I get from CoolStuffInc or other large board game retailer online.
The Salvation Army usually carries a few board games but I quit buying them due to missing pieces. Ebay is usually the best place for them as well as video games. Sometimes I get the Amazon "Refurbished" games as well. I just found that I can get more for less by using the internet than say a Gamestop. Although if you're feeling risky Craigslist sometimes has fair deals.
Amazon, I don't buy digital because I like having a physical collection.
Online, always online. Physical media is so 2003.
I am primarily a PC gamer, so I buy everything via Steam/GMG.
On PC: Steam, Origin and GoG. The service depends on the price of the game, I don't really have that much of a preference.
On PS4: almost always PSN, because I can download from wherever.
On Xbox: Usually EBGames or Bestbuy
I buy games digitally unless there's a significant discount for getting a physical release.
I always buy digital keys online since at least 3 year now. ( Kinguin, allkeyshop,... )
I like the freedom of purchasing games online. I have a terrible habit of losing things and owning things digitally helps with that a lot.
We have a local shop here that I'd buy cards/board games from, as well as comics occasionally. I'll most likely use Game Stop to grab a console game, but otherwise order PC games online (mostly via Steam). I can't remember the last time I bought a physical copy of a PC game, and since my last PC build a few years ago, I don't even have a cd/dvd/bluray drive.
Steam and amazon. Why would I go outside my house?
I've used both, but I heavily purchase online now.
There is a local store who will deliver the games to your house (within a certain area). Luckily I have family in that area. His prices are the best I've seen.
I mostly buy physical copies off Amazon, since Gamestop overcharges
I'm buying games less, and less at my local game stores since PC gaming has become much more appealing to me over time. The only problem is getting a computer to play all the games I want, seeming as moneys pretty tight right now.
Amazon for me, that or Steam if Steam is cheaper.