Kennewick Cycle and fitness is next to Aquatropics around the corner of Clearwater and 395, They carry Trek and Bowflex equipment I believe. Farther down Clearwater, accross the street from Winco (the best prices around for groceries) is Markees, they carry Specialized and Cannondale I believe they have another shop in the uptown shopping center in Richland.
I personally like Kennewick and Richland, seems to be getting a bit crowded tho.(any town over 5000 population is crowded for me) Richland may be the more expensive rent if you plan on renting.
Lots of cyclists in Kennewick and Richland. Dont know about Pasco, West Pasco near Rd 68 is nice and close to country roads for riding.
Check out the Tri City bicycle club, they have a lot of rides leaving from Richland.
Music Stores? You got me, I believe there is one on Kennewick Ave and One in Richland on George Washington Way. Uptown shopping center might be a good bet for what your looking for.