Music Scene, Western Road Brighton, Tel: 01273 - 775607 - the best shop in town for buying sheet music
Guitar Amp and Keyboard Centre (Brighton)- www.gak.co.uk - good stock of guitars and guitar equipment nicely complemented with their studio/keyboard shop.
Turnkey (London) www.turnkey.co.uk - the ultimate music store with a 'best price in europe gauruntee'. I bought my studio from these guys and their support has been great.
Roberts Pianos - www.robertspianos.com - a very respectable chain of piano stores