My friendly local game store.
Emphasis on friendly. The staff here are all fun, open, friendly people who love to share the hobby. I've watched them talk to people just looking to get into the hobby with as much respect and enthusiasm as long-time customers into the heaviest of heavy games.
My favorite interaction is when the owner greeted us and asked if he could help, and my wife said she had a bit of a challenge for him. He got excited and said he loved a challenge. He then recommended a number of games that fit a very exacting set of criteria (different ages of children who spoke little to no English) and you could tell was actually happy to help.
I've had several games opened up and demo'd for me right on the counter. This is probably more effective than any sales pitch or review, since you can actually see if a game is up your alley.
The lending library is a great idea. A very good price to try out a game before you buy it, and since games can be expensive this can save you a good amount of money on a game that's not a perfect fit for you.
One of my favorite features of the store is the ability to send an email to preorder, order, or hold a game for you. You'll get a call once it's in and just need to go pick it up. No shipping costs involved.
The game selection itself is certainly nice, and anything they don't have they can order.