Mer, I grew up in Wheaton. There's a yarn store on Main Street, right in the heart of downtown. I haven't been there since I started knitting though. :doh: The last time I was there was to pick out yarn for a project my mom was doing for me...I had my kids in tow and man, is it cramped! But nice from what I remember.
The reeeal treasure is about 20 minutes west of Wheaton: Wool and Company. Very neat shop -- they are very into felting and have a local knitter who teaches classes and sells cooool felting patterns. They have lots of other classes and of course, tons of great, pricey yarn.