Boulder Running Company
For my in-town shopping I often go to Boulder Running Company (or the company listed directly below). At Boulder Runner Company, I can get high-end shoes and socks plus top-quality nutritional products (e.g., Hammer products) and other cool stuff. If you're into gadgets, Boulder Running Company has you covered. My only beef with Boulder Running Company is with apparel. I'd like to see more North Face, Salomon, Patagonia, etc. apparel. I go to the Greenwood Village store and the folks there are nice, friendly and well-informed. If you don't know what kind of shoe you need, they'll look at your gait on their treadmill.
Runner's Roost has many Denver-area locations and offers a strong selection of shoes. I usually go to the store on Colorado Boulevard and they seem to always have my size in stock and great sales going on. The staff is knowledgeable and helpful. Runner's Roost also has a great gear selection (e.g., hydration devices). I've never had much luck in finding apparel that I like, but for shoes and gear Runner's Roost is hard to beat.
REI stands for Recreational Equipment Incorporated. I haven't yet visited the downtown Denver location; I go to the store near Park Meadows (yeah, I know, the downtown store is much bigger, but who has time for that?). If you're into the outdoors, REI is an exciting place to shop. They sell everything from camping gear and bikes to ski equipment and shoes. They don't have a huge line of trail shoes, but what they do carry is high-quality. They have a nice selection of running socks. Their running apparel is a little thin but, again, very good quality. Where REI really excels is in the extra stuff you need/want--hydration packs, bottles, trail maps, gadgets, headlamps, etc. Huge selections there. For this type of stuff, REI is where I go.
Backcountry.com is my go-to online resource for apparel, trail shoes and stuff like trekking poles. The folks at Backcountry.com deliver good service and have some high-quality products made by companies that genuinely care about the environment and what's going to work for you. Best of all, since Backcountry.com ships from Salt Lake City, I get my stuff super-quick (as in 1-2 days after I order). If you're a trail runner or even hiker, I highly recommend Backcountry.com...unless you have a nice mom and pop outdoors place in town.
Roadrunnersports.com carries all the mainstream brands you can think of and has a monster selection of road shoes of all kinds. I get a fair number of my road shoes from Road Runner Sports and I'm a member of their "VIP" program, which means I get 10% off my purchases. My one beef with Roadrunnersports.com is that, unlike Backcountry.com, they take their sweet little time shipping out my stuff. That always chaps my ass.
If you're shopping for value, this is your place. National Running Center works a lot of race expos so you've probably seen them before. They tend to carry previous models of mainstream brands--Nike, Saucony, New Balance, Asics, Adidas, etc. Their apparel is a little sketchy, so be forewarned. I've been known to occasionally order road shoes from National Running Center if the price is right. Their service is decent but, like Road Runner Sports, they can take their time shipping your stuff.