The Times Square branch of this megastore is so big that a three-story Ferris wheel revolves inside. With all the movie tie-in merchandise, video games, old favorites like pogo sticks, stuffed animals, and what seems to be the entire Mattel oeuvre, these stores have a lock on sheer volume. Subway: 4, 5, 6, 7 to 42nd St./Grand Central Terminal. Other location: 2432 Union Sq. E, at E. 15th St., Gramercy, PHONE: 212/674-8697; Subway: L, N, Q, R, W, 4, 5, 6 to 14th St./Union Sq.