I love REI. I've never had a bad experience at any of their stores yet. (I've been to ones in Vegas, Phoenix, LA, San Diego)
They may not have the cheapest gears, but they will have some great selection and good quality gears. I think the best part of REI is their customer service. They accomodate you well in terms of returns/exchanges. Plus if an item seems defective or is questionable, just ask, because they will either order a brand new one for you or give you a discount on the item (if you want to keep it).
Almost everyone is very knowledgeable and very nice too!