Welcome to the board and the area Recurve, there are several great shops in the area.
T Shirt Explosion in Springdale, they've got several tables and a good selection of supplies. Great fantasy support, leagues, tourneys, etc.
Website - http://www.tsegaming.com/
There's also Gamer Utopia as gara mentioned, they don't have a large stock of Warhammer stuff, they do have a lot of RPG and MTG goods though. They also have a lot of room for games. Coincidentally, they're located adjacent to a Hobby Lobby in the Mall in Rogers. So, great to stop in if you need supplies.
Website - http://thegamerutopia.com/
Last but not least is Warpig in Centerton. It's a cozy place, with mostly 40k and Warmachine/Hordes being played. They're also more of a gaming club than an outright hobby shop. But, there's a lot of great guys there regularly. And if I'm around you can certainly get in a game of fantasy as well. One caveat, the store is only open on Friday nights. But there's warmahordes leagues, etc. So, it's definitely fun.
Website - http://warpighobbyshop.com/ocart/index.php?route=information/information&information_id=4