I usually head out to Corrados in Clifton, NJ.
http://www.corradosmarket.com/home/store-wine.html
They have a pretty good selection, though they favor wine making. Cant comment on their grain or hops selection though as I have only made kits to this point.
and yeah, its like 30 miles away, but a quick drive over the bridge as long as there is no yankee game....