In Dallas, Barlow's on 75 near Arapaho (however, you spell it) has a good selection of materials. One of the best and most consistent selections in Dallas. But, I don't know about their vise selection.
Cabela's in Allen seems to fluctuate in what they have on hand. Sometimes they'll have several different vises on hand and other times only one or two. But, I have seen some great deals on some higher end vises in the bargain cave. You just never know what you'll find on the shelf when you visit.
Bass Pro and Orvis also have tying supplies. Tailwaters has a limited supply of tying stuff, but is a neat place to visit.
There are some other options in the Fort Worth area, but someone else will have to comment on them.
Fly Fishers International certified casting instructor