Retail isn't always too bad. There's a place by me, and yeah, their prices are higher, but not obscenely.
I picked up a Rollergames for $1000+ tax, T3 for $2300, and my parents picked up an Indy 500 for $2800. Yeah, there's markup, but that's the convenience you get for buying from a place that has a showroom with 40 games that you can walk away with that day, and not deal with some of the more colorful personalities you may meet on Craigslist or here.