The radio advertisement for Exile on Main compares this place to the store in the movie High Fidelity and it's hard not to go along with that. Except it's so much more than that! I don't even know if you can get some of these magazines and DVDs at other locations in town. The selection is unique and worth looking through if you're interested in independent music, films, etc.
Oh, and you can play Donkey Kong or Joust for free on their vintage arcade machines. And they sell candy! And do PC repairs and upgrades for less than other places!