This is something worth doing, certainly! Plus, those shops, since they're small, usually sell some games as soon as they get their shipment so you could possibly end up getting a game before the actual release date! I know some games have had this happen WEEKS before release, but it's usually 1 week before release. It's a win-win situation, at least for console games!I buy them locally at the non big brand shop. I like to help local merchants out since they are usually in the fight of their life competing with big brand companies online.
Why? Because if the small retailer and mom/pop stores close down the big brand have a monopoly and prices increase. If you have fewer options you usually end up paying more as a result of decreased competition. Support that game store in your neighborhood, the big brand companies will be just fine anyway.