Never got to go in any music store when i went last year, however for randomly cool music stuff the hard rock cafe in time square is cool, and be sure to checkout some of the bars, i managed to catch one of my favourite bands "You Bred Raptors?" playing in a awesome place called the Manderley Bar, in an old hotel called the Mckittrick hotel which is now used as a setting for a play called speak no more which is based on Macbeth.....didnt see the play but found an awesome little venue!