I go to Maximum Replay when I need something specific and I don't want to on ebay. It's probably only real retro gaming store in town, and it's not even it's own independent store. It's actually the other half of a pawn shop. Mike's got a pretty good selection, and he doesn't mind if you haggel. I've never been to the other store because Soldotna is about a 3 hour drive from Anchorage (population i think is around 10k if not less). But that'd make for a great road trip!!
I like the thrill of the hunt, so I stick to thrift and comic book stores where invintory is always random, and they don't know how to properly price things. Thats how I got Ninja Gaiden Trilogy for $10 and a factory sealed Mega Man 5 for $5. Finds like that are very rare, but they're always worth the wait.
If you're ever in Anchorage, you let me know and I'll show you around.