Listening to MP3s is convenient. Going to a local music store and checking out music at a listening station shouldn't feel retro, but it does. Zia offers great prices for new and used CDs, vinyl, DVDs, books - it's a dangerous awesome place to "just" browse. They have a great collection of artist/band T-shirts and novelty merchandise.
Prices are excellent and Zia's is an oasis for music fans. It's a good place to ask questions about the local music scene. Major bonus, you would never know The Strip is 15 minutes away. They have stores in Phoenix and Tempe, Arizona and a second location in Las Vegas on 4503 W Sahara.
Sign up for their newsletter and blog to find out about releases, contests and events. Check out TheDive Bar which is just a 5 minute drive away.