I buy:
Official UK PlayStation Magazine
Official UK PlayStation 2 Magazine
Official UK PlayStation Tips Magazine
Official UK Robot Wars Magazine
PlayStation World
PSM2
Real Robots
Internet Advisor
Internet Magazine
MixMag
Ministry
The Official UK PS/PS2 mags are the only ones I buy religiously every month (and Real Robots, I suppose, because you have to buy all the issues to get all the parts for the kit). I don't make a big deal of it if I miss an issue of any of the others.
I sometimes buy the girlie mags (J17, Sugar, Bliss, etc) if they have a good free gift with them, but on the whole they're too shocking-pink and soppy-girly for my taste. There was once a really good girls' mag called Jump (full of articles that actually related to real life, instead of ooky stuff like horoscopes, snogging tips (yuk!) and make-up articles), but it doesn't seem to be on sale any more.
I will buy any magazine that has an article about WipEout Fusion in it.