There are three shops that I frequent in GB. The Antique Center is the largest and carries just about everything including Figarti, Collectors Showcase, John Jenkins, KC etc. They do increase the price of a set if they get wind that demand is on the rise. In fact, they just cross out the original price and write in a new one by hand. I've noticed that with several retired JJ sets. This does tend to be the exception and I assume it occurs if they start getting a lot of inquiries. With competition from other local shops on KC products it does not happen as much with those. As I've said before, I have mixed feeling about that since there are few bargains offered when figures are not moving - but it is otherwise a free market and many of these figures are going for higher prices on ebay.
John's shop and Tarbox Toys are nice, small shops (both on Steinwehr) where you can talk toy soldiers. Both John and Charlie are good guys. They carry mostly KC. Charlie carries some Russian figures - from Grenda Studios I believe. John carries a few Aeroart figures. One downside is that, in order to save on shipping, these guys don't always get the most current KC releases as soon as the Antique Center. So if you're dying to get the latest from KC - the AC is usually the best bet. You may also find some shops that sell a few toy soldiers at random. There is a place at the corner of Baltimore and Steinwehr that sells civil war sets. I didn't recognize the manufacturer. Most of these tend to be cheap, lower quality figures for the tourists.