I'd be shocked (and delighted!) to find anyone else on this site from central Nebraska, but just in case, there are a handful of good shops I like to go to:
GameOn Video Games
5012 3rd Avenue #140
Kearney, NE 68845
Decent prices, though they tend to like to honk people on PSX RPGs a little bit. Like some other mom & pop shops, they'll re-sell games that came to them with custom printed sleeves, so you want to watch out for that, but otherwise, they're a decent shop. They have another location (actually, their original/primary site) in Holdredge, Nebraska, but that's quite a way off the beaten path. They do lots of tabletop gaming stuff as well.
Game Cycle
221 N. Lincoln
Hastings, Nebraska, 68901I've actually never been to this store, because they've only been open a couple months, but based on a conversation I had with another gamer/collector in the region, they're pretty decent. They're a bit far from where I'm at (nearly an hour and a half), but I'll make it down there at some point.
UPDATE: Game Cycle in Hastings closed down in 2017 due to lack of sales, and all inventory was cycled back through the Grand Island location that opened up a few months later (and is still open as of February 2018):
Game Cycle
203 N Locust Street
Grand Island, NE 68801
I'm friends with the manager of the GI location, and he's a real good guy.
In the Lincoln/Omaha area, there are several shops I like.
Game Room (2 locations)
1709 O Street
Lincoln, NE
*Updated*
2701 N 27th St Suite C,
Lincoln NE
The O Street location is the original one, and is always a bit "in transition", so it always seems a bit messy and unkempt. They have decent deals on NES, Genesis, PSX, SNES, and N64 stuff, as well as PS2, Xbox, GC, etc. Their Saturn and DC selection is for crap, but then they have good handheld selection as well. The O Street location is larger, has more variety and selection, though Saturn and DC are still almost nonexistent.
Gamers - multiple locations in Lincoln and Omaha
I'm not going to put addresses in, because Omaha has 3 locations, and Lincoln has 2. Their prices are a bit high for my tastes some times, but they have okay selection overall. Sometimes their employees are not known for having the most knowledge outside of AAA titles, despite the fact that they sell everything from Atari 2600 through current gen. Still, I've been buying from them off and on for the last 15+ years, as I see good deals. **UPDATE** The last couple times I was in a Gamer's store, the retro game selection was almost laughable, and the clerks they had almost no knowledge outside of current and last gen. I wouldn't put them on the bad list yet, but consider them perhaps a last resort if you're in the Lincoln/Omaha area. **2018 UPDATE** Anything 32-bit and prior, you'll be lucky to find at Gamers these days. I still occasionally stumble upon something good, but consider them more of a PS2/Xbox/GCN and above kind of vendor at this point.
Game Vault
6307 Center Street #102
Omaha, NE 68106I've become acquainted with this store over the last year, and it's quickly become a favorite place to go each time I'm in Omaha. They actually have a few Saturn games (that don't suck), even though they're overpriced, and their selection overall is pretty good. They even have a handful of imports from time to time. If you're passing through Omaha, and you've got a gaming itch, this is a good place to scratch it. **UPDATE 2018** Unfortunately, this store has closed
Ben's Game Zone
7930 Harrison Street
La Vista, NE 68128
I've not been there, but I've read that it's a great place to go. Apparently they have good prices, and don't gouge folks for stuff. My next trip to Omaha I fully plan to check them out. **UPDATE** I have now visited this store several times, and have nearly always had a good experience. Some of their PS1 stuff is overpriced for what it is, but they're probably just trying to hit market value. I've picked up a boat-load of Game Boy games from this store, and so far the prices have been very good. The staff have been helpful as well. ** 2018 UPDATE** I've been to Ben's Game Zone a number of times now, and have picked up quite a few Game Boy games from them, along with a few other things, including even some inexpensive Saturn import titles. Good place to shop, and the owner is a nice guy who is fun to talk to about games. Some of their stuff is still overpriced, but just know what you're looking for and what market value is, and you should be able to avoid that stuff.
EDIT: Game Cycle just opened up a location in Grand Island, NE @ 203 N. Locust Street. It's a larger location than the Hastings, NE store, and they have way better selection. They even have a handful of Japanese FC, SFC, and other games. I guess the owner (7 or 8 stores total now) goes to Japan frequently to buy used Japanese retro games and brings large hauls back to the states to sell in his stores. Makes me want a Famicom. They currently have a Japanese copy of Duck Tales 2 for Famicom at this location
EDIT 2: Game Cycle continues to expand in Nebraska - this time they've opened a store in Columbus, NE @ 2014 23rd Street. I haven't had the chance to go there yet, but hope to make it over there soon. Based on the street address, since it's on the "main drag", I'm going to assume they're probably not in a very large shop location, so they probably don't have super selection, but for a small city the size of Columbus (22k) to have a retro game store, it's certainly welcome. **2018 UPDATE** The Columbus, NE location closed in 2017 due to lack of sales.
****2018 UPDATE****
There's another place in Omaha that I discovered during 2017, and having been there a couple times now, I can say it's worth checking out:
Pop Culture Exchange
1110 S 71st St
Omaha, NE 68106
Good store, interesting owner/clerk. They have pretty good selection, and while some stuff is a little overpriced, they also have variety with vinyl albums and other collectibles. I've picked up a number of things there at this point, and will definitely be going back next time I'm in Omaha.
****2018 UPDATE 2****
Game Cycle has opened a Lincoln location as of 4-23-18:
3841 S 48th St
Lincoln, NE 68506
It's a decent location (by one of the colleges), and based on my visit to the store prior to it opening up, it looks like they're going to have good selection.