Okay, yes, with locations in Kansas City and Dallas, Josey Records is technically a chain, but they're a chain that does the record business the right way. They book small concerts from time to time, keep a modest collection of local artists' work in stock and are more than happy to point you toward your next favorite band.
Stop by their spot in the Pearl District if you're in the market for a new turntable or just looking to do a little crate-digging. Josey carries new vinyl releases, old favorites, CDs and even tapes. Oh, and they'll even buy old stuff off you whenever you decide to get out of the game.