I always try to make it by the store at least once a week, usually to play 40K or Fantasy on Tuesday nights and bring my 12 year old son, Santino who is getting to be a pretty solid 40K player now.
What I play:
Warhammer 40K: Orks, Eldar, Tyranids (Son plays Space Wolves)
Warhammer Fantasy Battles: Dark Elves, Daemons, Orcs, Warriors of Chaos, Beastmen.
I also play some Role-playing games and will be starting up an Ars Magica Saga soon.