If you're looking for any hard-to find vinyl or independant label CDs, Vinyl D&D Records is the only place to go. They have a wide selection of indie, punk, harcore, metal, and rock music on CD and vinyl, plus tshirts, stickers, and more. They're also willing to do special orders for just about anything else. All items are priced very reasonably (I think all CDs are under $15) and they also buy used CDs.
PROS: The only place in town to find independant music at a good price
CONS: Sometimes slow to recieve special orders