Dick Blick is an excellent art supply store. I enjoy just browsing in this store; there are so many great items! They carry everything for painting, drawing, charcoal, sculpting, and much, much more. I needed a particular canvas a few months back, and they had a fantastic selection..and they happened to be on sale! Dick Blick has a good selection of pencils, pens, and a variety of different paints and paint products.
They have several locations in the Twin Cities.