My boyfriend is a drummer and seeing as though I was going to the US, he prepared me a shopping list...
Although this is primarily a guitar shop, they had a huge drum section out the back with a wide variety of DVD's, books, sticks and other bits and pieces as well as hardwear and cymbols.
I have to say this place was "HUGE" in comparison to the music shops we are used to here in Australia.
The staff were most friendly and helpful and seemed to have a genuine interest in the customers...
What to pay: I guess the prices for musical equipment is average if your from the US, but International visitors could save some money here. There is also more variety than you would get back home.
On Broadway there are a few second-hand clothing stores where you can sort through and find some good deals.
Also on Broadway there are some new/used CD/DVD stores. CD's average about 8 dollars, used DVD's 10-12. But some CD's are for like 1-3 bucks a piece.