I really enjoyed a recent visit to Cheap Joe's. This place isn't a craft store - as others have said it caters more to the fine arts. I liked that I could go in an easily find what I needed. The store is medium sized and well organized. I spent most of my time in the acrylics aisle and I was impressed by the displays for the compounds that allowed you to see the resulting texture and what not - very helpful!
They have a private label line for major products. I opted for some private label Cheap Joe's canvas and they are working out well for me so far.
Caution: you can easily drop a lot of cash here!