I've been looking for some good local electronics shops that are open on the weekend. So far, the best I've found is Vetco Surplus. They've got a pretty good selection along with some quirky stuff that's fun to look at. I've heard there are others, but apparently the market is shifting on these small mom & pop shops.
I used to really like Radio Shack, but they seem to have sold their soul to consumer electronics. Pretty soon they're just going to be YACS (Yet Another Computer Shop). Fry's is pretty much the same. They used to have a great selection of discrete electronics here at the Renton, Washington store. Unfortunately their parts are disgustingly overpriced and the selection has slowly whittled down to nearly nothing.
Places I've been told about, but haven't yet checked out are Radar Electronics and Alphatronix. There's also a neat store in Tacoma called C And C Electronics, but they're only open during the week.
I'd love to see if a superstore type hobby shop is feasable in the Seattle area. It wouldn't just sell discrete electronics, but anything else hobby related. I figure something like that would take at least ten million dollars to open and about 4 or 5 million to keep running for the first few years until it made a profit. Features of the place would be fair prices, knowledgable employees, free workshop and class space, idea workshops and product incubators. It'd also have regular sales and various customer enticements, as well as work very closely with local schools to foster creative ideas. A good starting concept would be Neal Gershenfeld's book FAB. According to a recent interview by Neal on NPR's Science Friday, he's been inundated with people dying to make his vision a reality.