Ah man, it was a time indeed. It was a time when gaming was a hobby, a niche one at that, and as
Ecotic has said it felt like the one time each month that you'd 'meet up' with like minded individuals.
My experience is a UK and really Nintendo centric one; I used to get Nintendo Official Magazine and Cube, dabbled in Edge as I got older'; so 1997 to 2005 was prime video game magazine time for me. Much like
shark97 , I had weird habits and rituals when it came to obtaining them, I knew one local store that would always put the issues out a day early so i'd ride my bike down or get off the bus straight from school. I eventually moved to a subscription because it was cheaper but had to wait that extra day!
As soon as I got home I would read them cover to cover, although for some reason the first page I would turn to would be the very last one to see what the preview was for the following month. It was so nice to get a peek into this world, that as a kid with all the time in the world, you could completely immerse yourself in. I miss the curation that medium naturally allows; you didn't get spurious comments at the end of an article, all the letters from readers were hand picked (and probably made the readership seem more mature than they were) and there was a craftsmanship to it that doesn't come across the same way on a screen.
All in all though it's a nostalgia trip of my youth; as far as obtaining information it is objectively better what we have at our disposal now and I remember the excitement of using my first forum and how the world of video games opened up to me (totalgames.net). There were definitely things that were better about the industry as a whole back then, it felt small, it felt exclusive and full of potential. As with all things; when they get big enough, you lose that feeling.