It really all depends on what kind of craft supply you are looking for. If you want wools, there is the Wool Imporium on 8th st. Or Periwinkles is on 8th st for fabric, doll/bear joints, quiliting. They even have some fibers for doll hair, or hair for polymer clay figures. If you want stuff for painting there is always Colours, that is right down town next to Fandango. Let me know what kind of stuff you are looking for, and I'll let you know if I find anything that relates to it.
Hope this helps.