Olympia has some really wonderful local bookstores:
Orca Books - Orca has books and a cat named Henry.
Last Word Books - A great source for zines, used and rare books, and sometimes even typewriters.
Browser's Books
Lassley's Books
Fireside Book Store
Olympic Cards & Comics
Whodunit Books - Mystery novels are so awesome!
The Evergreen Bookstore - An OK source if you are on the Evergreen campus, otherwise go to a downtown shop.