To answer a question like this, you have to accept the rules of the universe, as they have been laid out, and hope that they are consistent. Clearly, the universe of Wreck-it Ralph is not our universe, as the game characters are not merely AIs, but actual digital life forms, perhaps something like an electricity elemental. This is critical, as it warns us that trying to apply the laws of physics, as we currently understand them, won't work.
So taking the paradigm that is given - power cords form connections between electrically powered devices - we can guess that the power strip that makes up "Game Central" is connected to something else, probably an outlet, which is then connected to a circuit breaker. It wouldn't be too much to assume that a game character could traverse the power grid, eventually traveling to any directly connected device, though with no guarantee that it would stay connected.
The problems that a character would run into would be determined by the compatibility of these digital beings with the nature of the individual devices. It isn't too much of a stretch to believe that they would be able to fully interact with any computerized device. On the other hand, something like a conventional toaster might find them very limited and/or in danger due to the heat and/or higher voltages.
Even with unlimited ability to travel, our modern electrical grid is huge and consists of hundreds of millions of individual devices. Finding another arcade or something similar that the characters might consider interesting would be a needle in a haystack problem.