JCR Magic Shop is pretty great, but thats based on my one visit there.
As far as I know, there was only one shop in Austin. Unfortunately, I went by a few months ago when I was in town and they've closed up shop for good.
There IS one here in Houston. Its called Frankels Costume. The magic shop is hidden in the back and you have to ask whoever is working the counter specifically for magic. They'll call in the guy and he'll take you back.
I hate having to speak badly about my only local magic shop but beware - it will be awkward. If you want to browse, they WILL watch you. And I mean watch. Ever since I can remember (even when the shop wasn't hidden) you had to be escorted to and from the magic part and had to be monitored by an employee because "magicians can palm things."
I also have to add that the magic guy can be quite rude. I haven't had very many good experiences there and generally ONLY go if I need something quick and easy (double backers, double facers, pack o' loops, etc), otherwise I just stick to ordering online. I wish it didn't have to be this way