Not sure where you are living, presumably in Klang Valley. As mentioned by jazzy939, most music/video shops will have some classical CD, though limited in choice. Gone are the days where we have Tower Records in KL Plaza with a dedicated Classical section and also Popular CD Rama in Attria that also had a dedicated Classical section. There was also a dedicated Naxos shop somewhere before but sadly all of these cannot survive locally, presumably not many classical music lovers here.
Anyway, you can try branches of Popular Book Shop, Speedy Video, Movie Magic, Music Valley, Rock Corner, Victoria Music, MPH, etc. and hope for the best. Some AV shops may also sell classical CD. Otherwise, you may have to order from Amazon or other online shops.

This post has been edited by ronaldkwok: Jan 29 2011, 08:51 AM

I was looking high and low for surround speaker stand in Pasar Road and ended up buying two projector stands that served the purpose. Have a look at IC Electronics, 82, Jalan Pasar. It's the last shop in the row after the banks. Cost RM80 each and quite solid and can have all the adjustments you want.