One of the best places to pick up goth music is, of course, at goth 
events.  Having said that, here are a number of good 
goth/electro-industrial/alternative stockists:

  * Resurrection Records <http://www.resurrectionmusic.com/>

  * Music Non Stop <http://www.musicnonstop.co.uk/>

  * Grave News <http://www.gravenewsltd.com/>

High street shops such as Virgin Megastore and HMV usually stock 
mainstream goth music, such as Bauhaus, the Cure or even Clan of Xymox; 
however it's rare for more obscure bands trickle in.  Independent 
alternative music stores are often a good bet, and the aforementioned 
Resurrection Records have an excellent store in Camden, London.