There is the Yamaha music shop 51 East at Lagoona Mall which is the largest music shop in town (they have smaller shops in City Centre Mall and Al Jarir Bookshop). Al Badie music on Al Muthaf St. They are all disgustingly overpriced though. They dont even give discount for ex demo instruments (!!)
If you are happy to wait a few days for something decent at a realistic price then order fomr Thomann.de they ship within 8 days. I use them all the time they are excellent!!