It's a long time (13 years) since I lived in the area so I can't be much help. The only options back then were Thunderbooks (more roleplaying than boardgames but may have changed if it's still there) and there was another store near the market down a back alley above a book store called The Alley Bookstore. That place did CCGs and roleplaying but again not really boardgames (I guess cos boardgames have only really taken off in a big way in the last 10 years or so). It may well have ceased to exist a long time ago too.
Not much help I know but I felt the need to post as it brought back some good memories when I saw your question. Hopefully someone that lives there now can point you in the right direction.