I've heard of people getting grain via The Tap and the lowell brewery (although rumor has it, lowell brewery was recently in trouble with johnny law over something) at pretty good prices (the guy who bought with the tap says they charged $37 for 55lbs M.O.).
As far as homebrew shops I visit, B&WH has a really nice looking store. Jasper's has better prices, but the shop is so cramped it's insane. I try to support the local, in-state shops and haven't visited Cambridge yet, so that might be the next place to go.