She Said Boom! has a nice mix of used and new books and media--not just books and CDs, but graphic novels and LPs. You can pick up some recent indie CDs here, or a Robin Williams comedy album from his Mork from Ork days.
As far as the books go, Classics and Literary Criticism are jammed in the same corner as Erotica, so you can feel nerdy and dirty at the same time. I felt nerdy and dirty when I came across a neat old Penguin edition of works inspired by Juvenal; I'm still considering going back to pick it up (if it's still there), but the backlog of books I own but haven't got around to reading is already pretty long.