I actually bought my first fantasy mag last weekend... have been reading through it now. Will probably end up buying a second mag. I like to have lots of sources - a few mags, plus all the online sites. All that, plus my drafting position and my own intuition determines my strategy.
I'm with you on picking the mags out tho - I usually stand there for 30 minutes flipping through them all before I decide which to take home. It seems to be a different one every year. Nothing like walking into the store and seeing half a dozen brand new FF mags sitting there...
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