Not sure where you mean by East Jersey, it's more of a North/South split so I'll give you what I know about South Jersey.
AAA is right around the corner from me, probably 10 mins outside of Philly. They have a ton in 1/72 (there's a computer at the counter now that shows what they have in the warehouse) and recently started carrying GW. They also have Perry, Warlord, and some other 28mm historicals but again, probably best to ask or check the computer. You can access their counter interface on the web too: link
There's Top Deck Games in Westmont/Haddon Twp, probably 10-15 minutes outside of Philly. Also pretty close to AAA. Haven't been there myself yet but I know folks who play there regularly.
Tikki Tikki is another one I have yet to visit but I hear good things about. I think their main focus is board games but they carry other stuff too.
In Philly there's Redcap's Corner right by Drexel. They pull in a lot of the college crowd, lots of board games, GW, Privateer Press, etc. I used to stop in often when I worked in Center City.
And if you're looking for a cheesesteak while you're here, skip Pat's and Geno's. They're tourist traps and you can get a better steak almost anywhere else.
