Toys R Us in Penrith and Cambelltown are stand alone stores with nothing much nearby for toys and are a bit out of the way.
Campbelltown: 15 minute walk from the station in the complete opposite direction of the shopping center (so about 25-30 minutes if you want to go shopping afterwards.
Penrith: Best to catch a bus from Penrith station.
In the main part of Penrith and Cambelltown have shopping centers with the usual Target/Kmart/BigW/etc (and next to Campbelltown, Macarthur Square, which is better for stores then Campbelltown itself).

Parramatta, Liverpool, Chatswood, Hurstville and Miranda are all in Westfields so they have the usual Target/Kmart/BigW/etc in the same center.
All but Liverpool are about 5 minutes from the train, you have a 15 or so minute walk from Liverpool station to Westfields.

We don't have Toyworld in the Sydney metropolitan area as far as I know, but we do have a few Uncle Pete's Toys

Pity about the dates, the Parramatta Collectables Fair is on February 21th so it looks like you'd miss it.