Gamefly is more well known, you can give them a 15 day free trial using
http://www.gamefly.com/xm vs the regular 10 day free trial. Their distribution center is in Los Angeles, CA.
I've seen some good things posted about GameznFlix. They also rent movies.
http://www.gameznflix.com/ At present, GameZnFlix ships from nine distribution facilities, located near Boston, Washington D.C., Orlando, Franklin, KY, Dallas, Denver, Seattle, Sacremento and Los Angeles. A distribution center in the mid-west is slated to open in the coming months.
There is also Gamerang.
http://www.gamerang.com They have distribution centers in California, Oklahoma, Minnesota, and New Jersey.
Be sure to check that they carry the type of games you enjoy and also carry games for your systems. For example, GameznFlix doesn't carry DS games.