The Toy Soldier 4.0
113B Main Street
They have a great selection of Games Workshop, Privateer Press and Battlefront miniatures. They seem to be dabbling in Napoleonics as well (they have some Perry Plastics and Victrix in stock). They have a good selection of Board Games, card games plus comics and kids stuff. Bonus - good coffee shops in Amesbury.
If you've shopped at The Toy Soldier 4.0, tell us what you think of the store.