Burlington has The Hobby Kingdom which is a nice store with separate gaming rooms and the folks seem easy to get along with.
http://www.thehobbykingdom.com/
In Hamilton I have stopped at Black Knight Games. It is also a nice store, well stocked with helpful folks. www.blackknightgames.ca/
The folks from miniwargaming.com are down in Welland/Niagara which may be too far for a regular place to play but worth a trip down for a tournament etc. They also have a nice store with good people.
I haven't played at all these spots but I travel a lot for work so I get to drop by games stores in lots of places. I like to buy models, sometimes paint them when stuck in a hotel for a week for work.