I visited Cooperstown in 2007. Best as I could tell there was just one shop that wasn't a clone of all the other places selling modern manufactured memorabilia. It was called "National Pastime" and, to the best of my knowledge, it has since closed down. The store was big as a barn and choked to the rafters with old baseball stuff, all very over-priced but still a gas to rummage through. As for whether there are places extant worth checking out, I don't know. Some of the others will have to chime in.
Haven't posted this picture of NP's window in a while.