Newtype is the best you can do for anime magazines in my opinion. I haven't missed an issue yet! Perhaps I should just break down and get the subscription .. oh wait, that would only work if I had a semi-permanent address.
However, Newtype usually sells out really fast, and in that case, Animerica is pretty good. It's thin, and half of it consists of ads, but they usually have good articles and reviews that make it worth the price. And nothing beats those cosplay pics from various cons (which, btw, Newtype has also been putting in fanart and con pics from the US).
Anime Play is a bi-monthly interactive dvd magazine. There are only two issues of it currently. I got the first one a while ago ... but I haven't even looked at it yet. So much for that recommendation.
If you're all into the straight manga scene, then I'd go with Shonen Jump.