An update, since this old thread is permalinked from the directory page:
Lost Goblin is mostly miniatures/RPGs with some games available (Ticket to Ride, Memoir 44, and such).
Hobby Masters (Creedmoor road at Lynn Road) - Besides radio control models, it is mostly miniatures/RPGs with some board games (no wargames)
Games GaloreGames Galore *is* closed *but* the owner, Chris, now owns All Fun & Games, which has **moved** to 487 James Jackson in Cary (near Preston). However, they no longer carry wargames or miniatures (other than X-Wing minis). They'll still take special orders, though, and they offer 25% off MSRP on special orders. (Disclaimer: I work there.) No wargame events are hosted in-store.
in Cary (on Harrison Ave) - Big selection of Euros, some imports and maybe a handful of wargames (nothing new).All Fun and Games
Best of the bunch for games (Euro and some miniatures/RPGs) and friendliness BUT lacking in wargames.
SciFi is now Atomic Empire, still open, still in Durham right off 15-501. They also have a web store, & host wargames on Tuesday nights.
Additionally, Gamer's Armory in Cary (near Cary Towne Center) stocks tons of wargame stuff & hosts Warhammer on Tuesdays. They also have a more general wargames night on the first Sunday of each month. When people come to All Fun & Games looking for wargames stuff, I always send them to Armory first.
Finally, Games Workshop has opened a store off Leesville Rd. in North Raleigh. I'm not sure if they have play space, though, and of course they will only carry Warhammer stuff.
Hope this helps!