By way of explanation of the title of this post, I don't mean "magazines about games". I mean "magazines that come with games", which is a unique subset of the game magazine industry that I thought had reached its zenith in the 1970's and early 80's, but is alive and well and quite vibrant today.
Basically, these were (and are) magazines that not only contain a number of articles about a given topic, and other articles, but an entire ready-to-play game as well. Counters, maps, rules; the whole shebang.
Ares Magazine. This was originally an SPI publication (spun off as a dedicated fantasy/science fiction magazine from their other offerings; Strategy & Tactics and Moves), acquired by TSR, continued as an insert in Dragon for a while, and finally laid to rest. It has recently been resurrected by One Small Step Games, after a successful Kickstarter. You can find pdfs of the original online via the Internet Archive.
I used to be a regular subscriber to the original (alas, all gone now, of course), and was thrilled when I saw it was being revived. I received the first copy of the new magazine a couple of weeks ago, and while I haven't played the included game yet (it's a War of the Worlds game, based on a Martian invasion of London), it certainly looks good and the rules seem clear. The magazine itself contains a bunch of articles on science, as well as a number of pieces of fiction, making it almost like Omni in its feel. If Omni had had a game inside. The one thing I found lacking was the absence of articles about the subject of the game; I would have expected at least some background about H.G. Wells, the War of the Worlds novel, etc. But it's hardly a deal breaker.
Modern War Magazine, whose latest issue I bought today at Maplewood Hobby (the most wide-ranging game store this side of The Compleat Strategist). Published by Strategy and Tactics Press, a division of Victory Games, it (quite obviously) focuses on modern warfare. In the case of the particular issue I got, it had the game "Dragon and Bear", which simulates a conflict between China and Russia in the 21st century, and which is an update of the old SPI game China War.
The magazine comes with encyclopedic treatments of modern Russian and Chinese military equipment, organization, and doctrine, as well as abundant articles on a variety of different issues around the theme of modern warfare. Military junkies will find it a trove of hard information, and the fact that they have articles that support the theme of the game in the issue really helps, in my opinion.
The same company also publishes Strategy and Tactics, which is the descendant of the original SPI publication, and also includes a game in every issue, and themed articles as well as stand-alone articles. S&T is the most general of their offerings, with games and information covering just about every genre imaginable. They also publish World at War, which focuses on World War II.
The magazines with games cost about $30 each, which is actually quite reasonable when you consider you're getting a whole magazine (which alone cost $15, as these are large, glossy, full color magazines stuffed to the gills with content) as well as the game. One of the new (since the 1980's, anyway) innovations is the ability to get issues and subscriptions of the magazines sans the games. This certainly makes them more affordable, but it does make them somewhat less interesting, at least to me.
I'd heartily encourage you to seek out these magazines and give them and their games a try. If you're not ready to take the (admittedly quite hefty) plunge for a subscription, keep an eye on the websites and look for a game that piques your particular interest. It's a legacy that goes back to the heyday of the wargaming hobby, and they're keeping the banner (and quality) flying pretty high.