Sure it's usually more expensive and you have to actually pay tax, but you cannot beat a good independent music store. I do 90% of my music shopping online, but mainly because I have reclusive tendencies and how else can you shop for new music at 4am?
List your kickass local music stores. Or not, whatever. Just don't say Best Buy or Tower Records.
Sounds Like... Music
This is one I've gone to for years, they have a separate death metal section where I can usually find obscure out of print stuff that has been buried for years on the shelves. They also have a decent used CD section, mostly stuff for under $3 each. Used to be called Mad Platter, part of Rhino Records.
Mad Platter
The original one changed it's name, so they opened this one across town. Pretty small place, but has a knowledgeable staff, and a separate progressive rock section. I usually go to this one for non-metal stuff.
Rhino Records
Decent sized store (2 stories even), with lots of boxsets and rarities. I've only been there once since it's a bit out of the way (Upland), but I just realized that my girlfriend now lives about 5 minutes away from there so I may become a regular.
Amoeba Records
This is the fucking granddaddy of music stores. They have one nearby in Los Angeles, but I've only been to the one in San Francisco (the third original store is in Berkeley). If you travel to California, GO HERE AND BRING LOTS OF MONEY. You have no idea how huge these places are, you walk in and this gigantic 10,000+ sq. ft. expanse of music opens up before you. They have separate rooms for certain genres, and the entire massive back wall is dedicated to vinyl.
List your kickass local music stores. Or not, whatever. Just don't say Best Buy or Tower Records.

Sounds Like... Music
This is one I've gone to for years, they have a separate death metal section where I can usually find obscure out of print stuff that has been buried for years on the shelves. They also have a decent used CD section, mostly stuff for under $3 each. Used to be called Mad Platter, part of Rhino Records.
Mad Platter
The original one changed it's name, so they opened this one across town. Pretty small place, but has a knowledgeable staff, and a separate progressive rock section. I usually go to this one for non-metal stuff.
Rhino Records
Decent sized store (2 stories even), with lots of boxsets and rarities. I've only been there once since it's a bit out of the way (Upland), but I just realized that my girlfriend now lives about 5 minutes away from there so I may become a regular.
Amoeba Records
This is the fucking granddaddy of music stores. They have one nearby in Los Angeles, but I've only been to the one in San Francisco (the third original store is in Berkeley). If you travel to California, GO HERE AND BRING LOTS OF MONEY. You have no idea how huge these places are, you walk in and this gigantic 10,000+ sq. ft. expanse of music opens up before you. They have separate rooms for certain genres, and the entire massive back wall is dedicated to vinyl.