There's a cozy shop on West Portal Avenue in San Francisco:
The Music Store: CDs, LPs, videos, laserdiscs and DVDs bought and sold. 66 West Portal Ave. (between Ulloa and Vicente streets), (415) 664-2044.
Upstairs, I found a small but well-rounded collection of classical, opera, big band jazz, and various old box sets. Very low-key and comfortable and not overwhelming like some of the other larger shops.
Take the money you save on vinyl and grab some lunch at one of the nice restaurants on the street.