There's a dearth of cool musical instrument stores in the Bay Area. However, if you're willing to travel deep into the heart of tourist hell (the Cannery) you'll find Lark in the Morning, the retail store for a company that sells the craziest, most diverse selection of musical instruments I think in the US. They've got wind, percussion, strings, other weird stuff from all around the world. Yes, a lot of what they've carry is crap, but that's why you should go to the store rather than order from the catalog or website. You can actually play the instruments there, see what's good, and learn a lot in the process. You've probably never even heard of 3/4 of the instruments here, so block out a few hours for a visit and get ready to make some noise.