Half-Price books around me is generally only good for the occasional LaserDisc...games are crazy high-priced. We have a regional chain called Mega Media Xchange here in Milwaukee (and Chicago, too if I remember correctly) who generally have really reasonable prices and goods for PS1/2/3, Wii, XB/XB360, PSP and whatnot. I can routinely go in there and pick up stuff like Godhand, Rez, Valkyria Chronicles, Final Fantasy for like $10 or less.
Aside from that these days - eBay + patience seems to be the cheapest route to acquire stuff (outside of buddy deals).