PDF's are cool. They are slick, printable and environmentally friendly. But, I have a hard time thinking of them as a form of Periodical.
Recently, my Friendly Local Gaming Store (FLGS for short) started stocking "Kobold Quarterly", published by Paizo. For those of you not familiar, and who play D&D (3.5 and 4th) or Pathfinder, it is a must see.
I do read "Dungeon" and it's sister "Dragon" published by Wizards. But, it's just not the same.
The best part is you can buy the slick color mag for the bookshelf and/or a pdf copy for the laptop.