Capital District Dance is good for last minute quick needs of dance supplies, but does not carry much selection or size range of items. They have just a few shoe styles, and leotards are limited. They also have odd hours- not consistent. I have attempted to go there on occassions and it takes 2-3 tries to catch them while open.
I would suggest calling first to see the hours and if they even carry the item you are looking for. Again sizes are limited so check that first. The do have lots of tights which is handy at recital time. Located in the VanDen Houten Square they are easy to get to and have plenty of parking!