Ooooh, i love love love vancouver. more than anything. but being on the compelte opposite coast (nova scotia) i don't get there very often.
One place you'd have to visit is Zulu Records, the website says that it's on west 4th ave. i don't remember exactly where that was, but we got the bus and it wasn't hard to find. there were also alot of really good looking restaurants around there, and snowboard shops. Concert listings are also on their page. http://www.zulurecords.com/index1.htm
You also have to go to granville island. it's under grandville st bridge and there are quite a few markets there. there's also the Emily Carr Institute of Art and Design there, so there's a few shops for materials down there (i didn't notice yarn though)