I was going to say Ro-Mo (on 15th Street) also, though like LuciferSam I haven't been there in a few years. They used to carry Nikon and Canon gear, I'm sure they still do.
Pensacola Photo Supply on Wright Street in downtown P'cola was the best around, again, I haven't been in at least two years (since the D200 was new.) I'm sure they are still a good choice.
Unfortunately, you'll probably have to go to Atlanta, Miami or New York to get to hold and compare a lot of cameras and gear. It takes some serious buying power to be able to keep a good selection in stock. Even Best Buy will only have 1 or 2 models to compare, and they don't carry any decent glass. I used to work in a camera shop out in Colorado, and while we tried to keep a good selection, the only time we had all the goods was when the Nikon rep visited. I loved being able to borrow that brand new 400 f2.8 to capture wildlife shots.