Knuckleheads has a eclectic staff that usually knows their stuff well and will be happy to share their opinions on their products, presuming you don't come in on a day when they've got one of their more gruff and unwelcoming employees working the register. I can really appreciate the guy who went on a long rant about how his favorite rolling papers were the best ever and why you should choose certain lengths and thicknesses of paper. I don't appreciate the guy who hates his job and, when I ask for recommendations, grumbles and says "I don't know. Do you want it or not?"
The selection, while somewhat limited (no bongs, for example), is pretty good for a shop of this size and is by far the most reasonably priced on State Street. I haven't really found a headshop anywhere in Madison that sells truly good glassware, which is surprising for this city. But I can vouch for the fact that there are some great cheap accessories, cigarettes are reasonably priced, and though government interference thins out the selection all the time, they still maintain a respectable variety of brands.