Pretty funny thread title. I run into the same problem all the time when I "check in" places and tweet. I'll write about listening to the Giant Bombcast while at Penn Station or other places while working in New York and get plenty of strange comments.
As fas as a few places to visit:
Nintendo World is worth a visit, they have some cool t-shirts and other things.
Playstation Lounge, 550 Madison Avenue, has sometimes got some cool stuff. (They had Uncharted 3 playable in the store a couple of weeks before release for example)
Barcade Brooklyn, a bar in Brooklyn that serves US craft beers and has many vintage stand-up arcade machines
Barcade Jersey City, they have a location in Jersey City, NJ too
Video Games New York video game store, 202 East 6th Street, they have some good old retro and import games here