I love online shopping, esp Walmart, Target, and ToysRus for the kids in my extended family. Online is great because you get to read others' reviews of the product, and that factors in to my final decision. If something breaks too easily, or other things you can't tell from a pretty box, other parents will post about it!
I love to shop at Walmart stores and if I can't find it in a Walmart store I can usualy find it on Walmart.com. I also love the dollar stores and Dollar General. Meijer sometimes has great deals. Also Babies R US and Ikea have good deals on Toys and Things for children.
I like to shop at locally owned stores. For kids' birthdays, either the Toy House or Best Books. Both offer free gift wrapping so I don't even have to worry about wrapping them and can practically buy my kids' presents right in front of them!