A-Z Music is a little mom 'n' pop store that manages to pack a whole lotta instruments into a small place. The owners are super friendly and although the prices are a little higher than you'll find at places like Guitar Center, you get more personalized service.
They don't have much in the way of electronic equipment, but they have everything else- drums, percussion, bass and everything else related, and if you let them know what it is you're looking for, they will take you to the right aisle. If they don't have it in stock, they'll order it for you and it only takes about two weeks for it to come in.
If you're a drummer, be sure to check out their drumsticks. They're only $5, which is pretty cheap and they last quite awhile.