I can't quite remember the name, but there is a cool one up Camden Market. In fact, that whole street is dedicated to the alternative music scene, with t-shirt and bondage stores and the like moving all the way from the Underground station to the neighbourhoods surrounding it. There's also a cool pub on the corner where a lot of metalheads go. It's called The World's End

Actually, last time I was there, I picked up three Doomsword albums.