EB's policy is 14 days. If you open a game, and you don't like it, you can exchange it for something else. If it's sealed you can get a full refund. Receipt is required for open games, but for sealed games they will exchange it for store credit.
Gamestop's policy is 7 days open or sealed and you can get full refund (with receipt of course). If no receipt, then store credit for sealed, not sure about open.
All other big chain stores like Best Buy, Circuit City, Fry's, etc, i think you can only exchange if it's defective but once it's opened, there is no refund whatsoever.