+1 For Grimey's and Corner Music. Also check out The Great Escape, awesome selection of new and used vinyl, cds, dvds, comics, etc.
http://www.thegreatescapeonline.com/
Also if you're looking to grab a beer and hear some decent tunes, check out The Basement, it's located under Grimey's. Mike, the owner,[also owns Grimey's] is a great guy that generally books pretty good acts. I loved Nashville for the year and a half I lived there and can't wait to get back. Enjoy the town man.