I remember it well Nick, as a treat my dad use to take me there. There was one on the Holyhead Road in the early 90's, ran by a lad called Gaz I think, moved to the inter shop in town. I think he gave up when it was turned into a pub.
Looks like it's a retail outlet for small independent retailers on Far Gosford Street (hence the name). It looks like it's inside one of the old factories up there.
It's like that Boxpark in Camden where they've converted shipping containers into small shops and that kind of thing. Entertainment Bros. is the retro games one, saw stuff from Megadrive through to PS3 there. It's more or less at the end of Far Gosford St that's closer to Gosford Green.
Not sure how much the games are generally, but some of the loose N64 carts were around £4 or so which seems alright, I paid around that on eBay for Goldeneye.