I currently get
CGW
PC Gamer
EGM
GamePRO
and a couple of others that I can't think of
CGW is the best out of all of them. If you are going with computer games get it. If you want console stuff, get EGM. It is always packed with information and wipes everything else out. Just the sheer bulk of info is amazing. If you want both coverage, Gamepro is the only one I can think of, but it's lacking in both PC and console stuff.