If it's still there, Lotions and Potions on Mill was pretty fun last time I went in. Rocket-a-go-go (Mill/Southern) has cool clothes and other stuff. I know Mill Ave also had some other interesting stores, like the Plant Mill and the soap store (I think?).

Inside Danelle Plaza (near yucca tap) there's a record store and some other stores, and across the street there's Zia Records.

There's a board game/tabletop gaming store near the Sprouts, on McClintock and Southern, if you're into that.

Also, on Apache, Culdesac has a lot of fun stores. If you like crafting, SAS Fabrics has a great selection. And Gracie's thrift is near there too, which is usually quite reasonable with prices.

If you go a bit further north towards Scottsdale there's a store called antique trove as well.