Depends what you like...Ralph Spear at Goodwins and his staff are real approachable and sell bottom end to top end esoteric gear..on Comm Ave on the BU Campus....Goodwin's High End on Main Street in Waltham has great listening rooms but you need to call ahead...Fidelis is way up there in NH and Walter is geared to home theater to survive. I've bought gear from all three shops.
Boston is a music city, if you like jazz, try Scullers or the Regatta Bar in Harvard Square....many other venues for just about anything.Have fun