The golden age of print rpg magazines is over, but thanks to the internet getting back issues is easier than ever. As a kid I was absolutely hooked on Dragon. I might not have been able to get a rulebook or module every month, but I could almost always count on a new issue of the big D. I even had a subscription at one point. That was supercool. Of course, this was back when Dragon was oriented more to servicing the entire RPG hobby. Nowadays I can't hardly stand to pick up an issue of Dragon or Dungeon unless it has something decidedly old school inside.
So I get my gaming rags these days second hand off the eBay and at cons. I already own the Dragon CD-ROM. Although the interface sucks and the data is slightly incomplete (see bottom of this page) I still highly recommend it to anyone with any interest in the early days of the hobby. The collected issues of The Strategic Review are worth the price of admission alone.
Apart from The Dragon, as it used to be known, there were plenty of other great rpg magazines. White Dwarf started life out in the same way as Dragon, as a generalist mag with a D&D bent. Alas, around about issue #100 they switched over to their all-GW, all-the-time format. I have three issues of the old WD: #40, #45, and #73. I look forward to getting more. I learned a valuable lesson from playing a couple of the UK series of AD&D modules and reading the original Fiend Folio: the Brits have a lot to contribute to gaming that the cornfed boys of Wisconsin just couldn't bring to the table.
White Dwarf had a major competitor for a while over across the pond, a little number produced by TSR UK called Imagine. Can't say I know much about this one, never having seen a copy for sale on this side of the pond. The fellows over at StarFrontiers.com have some stuff from Imagine in the modules department. One of the articles includes Star Frontiers stats for shotguns in space, so I know the guys at Imagine are my kind of people.
I already have an near-complete archive of the Judges Guild published mag Dungeoneer. I need to track down issues 7 and 13 (the superhero issue) and then I'm done. Dungeoneer is cool. It was edited by Paul Jacquays and has the homey feel of a good APAzine. JG published a couple of other mags, the Judge's Guild Journal and Pegasus. The only thing I know about JGJ is that the original City-States material first appeared there. Pegasus is a complete unknown to me.
I used to have some issues of Polyhedron, the old RPGA magazine. I'd like to track down some back issues, but they are fairly rare and can be expensive. Issue 7 to 14 had a good solid run of non-D&D stuff: Gamma World, Gangbusters, Boot Hill, and Dawn Patrol. I'd also like to get issues 20, 27 and 30, though I only want #27 because it features an article about the She-Hulk. Rowr.
HEROES Magazine, the Avalon Hill rpg house organ, only ran ten issues. Seven of those issues had Lords of Creation articles and another two had James Bond 007 stuff. Volume II, number 1 was a special all-Runequest issue, meaning it's probably two damn expensive to ever hope of getting a complete run of the mag. (Damn those Gloranthans and their completist ways. They interfering with _my_ completist ways. The nerve of some people!) Anyway, I own four issues (I3, I5, II2, and II3) leaving I1, I2, I4, I6 and II4 to get the rest of the LoC and Bond goodies.