Are there any shops with a wide selection of dvds and playstation games for cheap?

Yuantong Bei Lu, near to the 121 crossroads. When you are facing KFC the building to your left. 4th/5th floor, many PS3/XBOX/PSP games. Real and fake. From 10RMB and up
A little further down Yuantong Bei Lu on the corner of Yuanxi lu. Lots of little stores selling DVDs. 10RMB.

Great thanks a million

Anyone know if these shops are still around?

Also, can someone tell me what the Chinese characters for 'Yuan Tong Bei Lu' are?

If you use Baidu Map map.baidu.com/?word=kunming&ft=tab you can type in the 'Yuan Tong Bei Lu'. It will show it on the map, and you can read the Chinese characters.

There's a bunch of game shops just near Wenhuaxiang. Walk out past the theater, down the hill on the opposite side, turn left. There's about four shops if I remember correctly.

Theater? I've been to wen hua xiang once but I didn't notice a theater.

Theater is right nearby the southern end, on the corner of Wenlinjie.

Theater is corner of Wenlinjie and Jianshelu, not on southern end corner of Wenhuaxiang where it meets Wenlinjie.