When I am in State College, I always make a point of going into Old State Clothing. It may be the lion's roar that plays when you open the door, it may be the clothing selection (men's, women's, and kids), or just the Penn State collectibles.
I love this place because you can have a football jersey made with any number you want. You can find any Penn State sport printed on a t-shirt in any size you need, and you can find a wide variety of kids clothes. They have a wall of magnets next to the counter, so you can pick one or as many as you like. They offer great collectibles, and knickknacks, too.
I haven't had any embroidering done here, but they do that as well. They also have great customer service for all of your online shopping. Many times, their prices are better than the bookstores. And, they are just as convenient as you are strolling down College Avenue on a sunny Saturday after a big game!