My favorite one was Albertson's, but they moved away more than a decade ago. In the '90s, they had a small video game rental section, and the prices were a lot more reasonable than Blockbuster. I used to rent NES and SNES games on weekends. I wish I could still do that. Albertson's also had coloring contests with prizes, which was fun even though I never did win anything.
Nowadays, I just go to Wal-Mart. I'm not particularly fond of them though. They always seem to be out-of-stock of whatever I need at the time.