The two stores I know of with Warhammer
40k groups are Mayhem Comics, and Jay's CD and Hobby.
Monday nights at Mayhem is
40k night, though there are other games going on there too. Star Wars X-Wing, Magic, etc. Huge game room there with lots of terrain. The last time I was there on a Monday night there were at least 3 games of
40k going. Mayhem often has
CCG tournaments on the weekends, so table space is at a premium sometimes on Saturday and Sunday.
http://www.mayhemcomics.com/en/mayhem_des_moines/des_moines_weekly_and_special_events/
Another local
40k group of
40k players meets up at Jay's CD and Hobby, and they host
40k events periodically. (Disclaimer: I haven't personally been over there, this is just what I've heard.)
http://www.jayscdandhobby.com/category/warhammer-40k/
I am actually looking for some folks to play with; my primary opponent is taking a break from the game due to RL time constraints.
PM me if you're interested.