Was in cinci a few weeks ago, I forget the name of the store, but it's in mount lookout square, beside zip's diner. Amazing game selection, and modeling supplies.
I think it's called Boardwalk Hobby Shop. I was just in there yesterday. Really clean, nice-looking store and I agree they had a really great selection of games (especially wargames, which is rare). About half of the store was modelling supplies, but for model trains, etc. I didn't see if they had anything specifically for miniatures.