I live in a small town in Greece, and I don't have anything like Joann's, etc. here. Most stores are "mom-and-pop" shops and boutiques. This is nice in a lot of ways, but their inventories can really vary. There are actually three shops in my town that sell yarn and knitting supplies along with other things, but I never know what they are going to have.
If I really, really need something specific, I either order it online or have my mother send it to me from the U.S. But mostly I try to get along locally. I got slightly off-size needles locally for my Booga Bag, which is my next project, but I will order the yarn for it online (scared to substitute, plus I am enchanted by Noro )