Hiyo!

Depends on how far underground you mean. If you are looking for more mainstream metal from labels like Nuclear Blast, Century Media, SPV and the larger labels check out CD Plus at the Avalon mall. They don't have much in the way of death metal and mix up mallcore with the metal but they are the only store I have ever seen here that even had a clue about metal.
 
Fred's dosn't really have any underground stuff, they just get what has big ads in Bravewords or popular death/black metal. Besides, Fred's are refund-nazis and shitheads.
 
Children of Bodom and In Flames are on Nuclear Blast so I don't think they will be hard to find. Cd Plus should have them. Emperor. They mitght. I don't recall seeing that there but its a possibilty. They aren't mega underground.

You can find all 3 at The end records. the link is above. They are cheap and have free shipping.