Different shops have different specialties. For instance, Grand Performance (St. Paul) and Flanders Bros. (Minneapolis) are road-bike-centric. They have other things, but they know their racing and road bikes. And they can fit you really well. They have fitted professional riders (and each sponsors a local racing team). Their selection in the store isn't very big, but they can order nearly anything for you.

Erik's Bike Shop (many locations in the metro) can be good, but you have to get the right person -- probably somebody that's worked there for a few years. Erik's has a large selection of bikes in the store.

Freewheel Bike (Mpls) is good and is sort of a hybrid. They're good mechanically. They have a decent selection of bikes on the floor. They're knowledgeable and easy to work with. I'm not sure how I feel about their fitting though. I had a fitting down there (by the Fit Kit) by their "top fitter." I left there and went straight to Grand Performance and the guys at Grand Performance just shook their heads. It turns out that several things weren't taken into account by the "top fitter" at Freewheel. It could be that I had an one-off bad experience. I still go to Freewheel for lots of things and like them a lot. (I also live nearby, so it's convenient.) I've taken the basic bike maintenance course there, too. I highly recommend that!

Penn Cycle (various locations in metro area) -- see comments about Erik's.

Calhoun Cycle -- Deals with a lot of recumbents. Small shop.

There's lots of other independent places around. Go talk with them. It's even likely that you'll be talking with the owner, so you can get a lot of good input and feedback. Ask lots of questions. If they don't ask lots of questions (about the type of riding you'll be doing, type of bike that you think you want, conditions in which you'll ride, fitness level, medical issues that may affect your riding), then seriously wonder whether they're considering your needs.

Some places may seem a bit stand-offish at first (and may even be more stand-offish if you're female -- Freewheel has a female manager who's knowledgeable. Calhoun Cycle has a woman named Birdie that is very cool). Go in a few times. Ask more questions each time you go. It's easy to sell a bike if a customer walks in and says, "I have $600 I want to spend on a bike. What can I get?" You'll get a $600 bike, but it may not be what you need.