It all depends on what type of store you want, and how big you want it. EBay will give you the largest market to sell to, which means that you can usually get the highest prices there unless you become a quite-large store first.
You have to drive traffic to your Web site, which is a never ending adventure of getting yourself listed high on search engines, making posts, asking people to link to you, etc.
You also have to be willing to not make any money, or very little after a long time.
The GOAT Store, LLC, which is the store I run, has now been around for four and a half years, and we're just finally breaking even off our initial investment.
We get stuff from all over. Keeping your eyes open is the best way to find good deals, and then you have to find suppliers that will get you the other things. Systems sell the best and are also the hardest to find at decent prices.
If you go with newer stuff, you have to be able to accept the fact that you could invest in a bunch of games at $10.00 apiece only to have Best Buy or Circuit City or Gamestop come out and liquidate a million of them for $5.00 apiece.
It's kinda fun.
No matter what you decide, good luck!