They're not great, but Maplin's on Jervis St.
There used to be a place on Parliament St a few years ago, don't know if it's still there though. ACtually, looks like they are.
There's a place called Beyond 2000 beside Mao on Chatham Row. Only thing I ever bought there was software about 12 years ago, so not sure what they sell.
Or if you're really stuck, PC World.