Best Buy (Glenwood Ave) probably has the biggest CD collection and perhaps the best prices. But I like the book stores, Borders (several locations) and Barnes & Noble (Glenwood ave). Mainly because it is pleasant to be in either of these stores. Look and listen to music, read magazines or books, and have your coffee or pepsi with something sweet. Just very pleasant. Millenium Music (Capital Blvd) is also popular especially since one can listen to virtually any CD in the store. My only complaint with Millenium is that the Raliegh store is not stocked as well as the Durham store. But, in either one is able to listen to just about any CD and this is especially nice for "take a chance" buyers like me.
For window shopping Audio Advice (Glenwood ave) is the premier high-end audio store with Advance Audio (salt box villiage in Cary) being the runner up, though with significantly less eqiupment. It will take the title of your home for a down payment on their best systems.