Closest stockists of the usual suspects are Travelling Man, Fun Boy 3 and Forbidden Planet in Manchester and Travelling Man in Leeds. There is also a gaming centre in Holmfirth.
Not quite. IQ Games Centre in Huddersfield is a very good game shop and is closer than Leeds or Manchester. It has a games free to use games library of over 300 games and has playing space over three levels. You can even look round it on google maps!
(wow, that's a long URL)
Huddersfield also has two other games shops - A Games workshop one and a model/game shop called Something Wicked. IQ Games is the most comprehensive though
There has also been a wargames centre open in Halifax itself recently I think, but I'm not sure of the details.