I'm feeling rather spritely as of late and rode the bus down to a retro-games shop on Clark by Belmont street in Chicago.
The place is PACKED with all consoles, games, controllers, that you can think of. They have basically every system you can think of, and tons of games for each. Some cartridge or disc only, but a lot of them in the original box.
The place is big, staff is friendly (why wouldn't they be, they work in a fucking awesome store), and prices are reasonable. If you want the SNES chrono trigger in a mint box, you'll pay for it.
I picked up
G-Police (ps1) in the case w/ manual for $3
Resident Evil (in the original "big" ps1 box w/ manual) for $25
Goldeneye (game only) $15 bux.
If you buy a disc game they put it into a fancy machine that cleans and repairs the disc. http://www.yelp.com/biz/people-play-games-chicago
Right down the block is an amazing comic book shop as wellhttp://www.yelp.com/biz/chicago-comics-chicago
So I know I'll be a regular customer there.
One thing of note, their PS1 and PS2 selection wasn't as mind blowing as I thought it'd be. But they did have a decent amount, just not a lot of rare looking RPG type games.