R.E.I. is one of the best outdoor stores you'll find, if not the best, and this particular location is the third largest in the country and has a huge 55 foot climbing wall. If you need outdoor equipment, this is the place to go.
What to buy: I personally recommend Arc'teryx clothing and equipment, the best outdoor stuff made. Highest quality craftsmanship and construction, they don't skimp on the details and are innovators in the industry. Even with all this, the style doesn't suffer a bit and it's the best looking gear too. www.arcteryx.com. I have tons of Arc'teryx gear and love it all. Outdoor Research is another great brand. They also have a section with plenty of luggage and travel accessories, along with a huge collection of travel and outdoor books.
There is a list of all my gear on my "homepage" link.
What to pay: Prices are mostly retail, with some sales. Get an R.E.I. Member Card if you're going to spend $150 or more, and you will get about 10% of what you spend back each year.
Midwest Mountaineering is another great outdoor store in Minneapolis. It's got high quality gear and some of the best employee help you'll find. They're very knowledgable about products and activities, and if you have any questions, you can sit down with them and talk and learn a lot.
What to buy: They also carry Arc'teryx products.
What to pay: Prices are generally retail.
If you were ever forced to go to the Mall of America and are just determined that you are not going shopping, check out the Explore Minnesota USA Store.
What to buy: At this store you can learn just about anything that you might want to know about visiting and enjoying Minnesota. You can buy and/or make reservations for any activity from operas to hunting licenses. You can get information on attractions, not only in the Twin Cities, but anywhere in the state. You can even buy Minnesota gifts and souvenirs. You can also get travel information for anywhere in the state as well as reserve accomodations in the finest hotels in the Twin Cities or most rustic cabins in the most out of the way state parks.