I have only seen two GameStops in my life: one that was built in my hometown like two years ago, and one at the other end of Ottawa. Before seeing these, I had assumed it was an all-American place, heh.
As for EB Games, we have a bunch. Fifteen in the city, actually(with a population here of 800,000). There are also four Microplay here. I believe you can only find them in Ottawa, and they specialize in used games. While I go to EB for all my Wii products, Microplay is the place to go if you're looking for GameCube, N64, or NES titles. ^^
And of course I've gotten a bunch of games at Wal-Mart. I actually got my Diamond game there, because it opened like four hours before EB Games, and I was impatient. =P
I've also gotten quite a few games in upper New York state, XD. My family would go down there, and I would stop at their local game stores and pick things up. I got Emerald there for cheap, and I got Mario Kart: Double Dash! there for half the Canadian price!
You don't have free health care in the U.S., but boy is your sales tax low. :P