Midway works great for me. I call in my order and it is ready to pick up at their place 30 minutes latter. It takes me 45 minutes to get to there, so I never have to wait. No shipping costs, of course.
I never make a special trip to pick up a Midway order. I just order when I am going to town for bigger reasons (general shopping, doctors, etc.). We went to Columbia last night to hear a comedian's performance (Lewis Black) and picked up a Midway order prior to the show.
For those like me who pick up their orders, Midway has a new pick-up spot (two doors south of the old one) as of about a week ago. Very classy room with computers, chairs, paintings on the wall, well-done glass displays of some of Larry's guns, and a pretty girl to wait on me. MUCH different than before.