Michael's or Hobby Lobby if the bead shop doesn't have what I'm looking for. I went to Joann's for the first time the other day, wasn't impressed, they didn't have a very good jewelry making selection, only one aisle.
I do shop online, Firemountain and Lima Beads are my favorites, I can buy in bulk with them.
I'm usually at Hobby Lobby or Michaels (because that's was closest) and Preston Art Supply (which is really super high but I enjoy drooling over all the specialty items I can't afford)... I do order from Cheap Joes a lot (I can usually get the items I drooled over at Preston's a lot cheaper there).