Yeah! Registering is so fun! I would suggest focusing on two main options and to consider what your family members who live far away (and some who might not want to shop online) have available to them.
Babies R Us is great and has a good return policy, unless it's clothing that has been out too long and you don't have a gift receipt. (They suggest not even registering for clothing because of this issue.)
I also did register at Target, but probably wouldn't do so again.
My boss had a sister-in-law registered online at OneStepAhead.com and that was a fun place to surf around on. I registered there, but only told my boss. She didn't get me anything from there anyway, but I ended up ordering some things from there myself later!
Because my Mom works at Walmart, I also registered there and only told my immediate side of the family.
You could consider Buy Buy Baby and see if they have locations around the country - it's like Babies R Us, but owned by, and set up like, Bed, Bath, and Beyond.
Finally, I was a research junkie about baby equipment and really enjoyed using the book Baby Bargains to help me decide what I wanted. My sister (an experienced mom of two) also went with me to Babies R Us one day to help me out with all of the little stuff that my husband didn't have the patience for once the big items had been decided.
Have fun!!