While HTO probably doesn't have a leg up on some of the national chains like REI and EMS, Hudson Trail Outfitters has a great selection of equipment and supplies for outdoor activities at reasonable prices. And since they're local, they tend to focus on local sports (biking, kayaking, hiking, climbing) instead of skiing / surfing, etc. I'm most familiar with the store in Tenleytown, but I'm guessing the other stores in the area are equally as well stocked.
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