My grandmother used to take me to Toys R Us for my birthday every year for exactly this reason — she didn't want to guess what I wanted, she wanted to watch me choose. Walking around that store and seeing what the toys looked like in person was something I looked forward to for days. You can't recreate that with an Amazon wishlist.
We still go to our local toy store - which is quite nice and only about 5 blocks away (in Berlin).
I still do this for my dog every year on his birthday. Funny that the Pet Store survived the Internet while the Toy Store did not...