Probably useless for most people reading this, but my favourite-ever electronics store must be the utterly one-off R. F. Potts in Derby, UK. The shop is absolutely tiny, but chock-full of stuff both new and old - with incredibly helpful and knowledgeable staff. Weird, obscure component is buggered, and you need a new one? Hand it over, and they'll find a replacement from the wall of drawers behind the counter - then charge you something like 20p for it. They also have a wide range of old computer parts and random reclaimed mechanisms from things - one of their front windows is always filled with inspiration for stuff to build.
It's probably Derby's engineering heritage that allows it to keep going - with Rolls Royce aero engines and Bombardier trains based nearby, there must be plenty of engineers mucking around with stuff in their spare time...
I only wish they'd open a branch in Seattle, where I live now! A trip to a Radio Shack a few years ago for components was most disappointing.