There seem to be a fair few around Melbourne, although being in the outer suburbs and not driving, I don't make it out to many, unfortunately
Always been impressed with Mind Games' stock in the city, though - massive amount of board gaming and roleplaying stuff downstairs and a decent sized room dedicated to miniatures upstairs. A lot of the shelf space is taken up by GW and Reaper Bones, but they've got some historical stuff in there too and a good selection of MDF terrain. No discounts on GW stuff over here, though, only massively inflated RRP, unfortunately.