I've pretty much given up on finding any games I want in stores around Baltimore. They all carry a lot of crap games and the games that are actually bought are nowhere to be seen. No wonder sales are low.
Anyway, online really is the way to go, so if you don't have a credit card, talk to your parents to see if you can use theirs and pay them back for the game.
As far as finding something locally, CALL first. No sense going to the store only to find everything you want is gone. Call first, and if they have the game, ask them to hold it for you as you'll be in later that day to buy it. Most will happily do it. Smaller outfits can also put in orders for games, although there's no guarantee on cheap prices then, as they'll usually charge MSRP.
If you don't have a credit card and need a game online, simply go to Amazon. They accept checks. You just need to mail it off to them after you place an order and include your email address in the envelope/on the check. They have a deal with Toys 'r' Us, and they have a VERY complete stock of game titles (including rare ones like Tactics Ogre for GBA). It takes a little longer paying via check, but it definitely works!