The best one I know is 2 hours north of Indy in Fort Wayne, but in Indy, in Broadripple there is an OK one called something like Indy CD. It is right on the main drag and about 6 blocks from and around the corner from Audio Solutions, a B&M high end audio dealer.
Broadripple is a bit of a throwback to te 1970's...a very cool part of town.