I remember my older brother and me subscribing to Nintendo Power starting with the January 1994 bonus issue, a silver covered Mega Man X issue, and that started my love with not only Mega Man X, one of my favorite games of all time, but also Nintendo Power. From that point on, my brother and I would anxiously await each month's end for next month's issue. We subscribed to the very end. I ended up buying a good deal of back issues that predated our subscription. It's so awesome thumbing through old issues, looking at in-depth looks and strategies on games I loved, wanted to play, or have forgotten completely about.
Another magazine I really enjoyed was one I got to in the middle of its life, Tips & Tricks. I got my first issue at a Borders, the Viewtiful Joe/Mega Man X7 issue (there's Mega Man X again!). I became a regular subscriber from that point until the magazine's end. I have good memories of Tips & Tricks because a lot of the issues I've gone back to collect are from the GameCube era, a favorite of mine, most likely because I was in high school at the time, so there's a nostalgia piece there.
In any case, there was nothing like waiting for a magazine, not knowing what would be on the cover, getting the issue, seeing the cover art, and being pleasantly surprised. It's something the Internet sort of spoiled in later years, that element of surprise.
So what are/were your favorite gaming magazines?