Michael's is a popular choice for arts & craft supplies. They have four store in the Rochester area, but the Henrietta location is the one I've been to most frequently. The problem is that I somehow always seem to be looking for an unusual or odd item, and they don't carry it. I'm not sure why that happens, because they certainly have a large inventory of most every craft item you could think of. It can be a little tricky to get help from the staff sometimes too.
I also had a piece framed by their framing department not too long ago. They did an excellent, very professional job but I was surprised at the cost. I haven't had anything custom-framed before, so I guess I wasn't aware of the typical price. If anyone knows of a more affordable place for custom framing, please let me know!