Micro Center in Boston recently discovered hobby electronics. If they haven't moved it, it is in the front of the store -- when you go through the doors, turn right, pass through the DIY computer section, and go back to the front part of the building (the doors are in the middle and there is a part that juts back into the parking lot -- it used to be a grocery store). It is on Memorial Drive which runs along the Charles river on the Cambridge side between the Museum of Science and MIT. I'm not sure how many of their salesfolk know about hobby electronics.
Note, access to parts of Memorial Drive are closed to car traffic on Sundays (but Micro Center is on the part that is accessible, but you might need to go over the river to Boston to get there). Also, be sure to check on river events. Popular events like Head of the Charles, can essentially close off the Micro Center and Trader Joes.
Now while Micro Center obviously has the good taste to carry Digisparks (as somebody says they list it by manufacturer, i.e. digistump), and Sparkfun kits, when I went in the last time, their selection was primarily limited to kits. If you find you have progressed past the pre-packaged kit stage in the Boston area, you probably want to go to You-do-it, which carries all sorts of things, and I've heard more of the salesfolk being knowledgeable about Arduinos and hobby electronics at YDI than I have at either Micro Center or Radio Shack. You-do-it is off of exit 19 on route 128: [size=78%]
http://www.youdoitelectronics.com/[/size]
If you live in my neck of the woods (Ayer, Littleton, Westford, route 119 and I-495, just north of route 2), there is Electronics Plus, which has more components than your typical Radio Shack, but less than you-do-it (he doesn't carry much in terms of kits, but if you need leds, resistors, switches, etc. you should be able to find it there): [size=78%]
http://www.electronicsplus.com/[/size]
If you live in the core Boston area (I unfortunately live too far out), there is the Artisans Asylum, which is a co-operative maker space, and they have electronics classes/labs, wood shop, metal shop, etc. You might want to check them out: [size=78%]
http://artisansasylum.com/[/size]
If you live in Metrowest, there is H3XL, which is kid oriented maker space in Burlington: [size=78%]
http://www.youtube.com/watch?v=fWe_TL-Htto[/size]