Going to a cheese store for the first time can be intimidating, but getting over your trepidation is worth the effort. Whole Foods wraps their cheeses in a plastic whose flavor seeps into the cheese, ruining all the outer edges of pretty much anything you purchase. Plus, their cheeses are expensive and you can't try before you buy, which results in lots of wasted money (and cheese!). Trader Joe's uses a different plastic, and has a few above average cheeses, but their selection is limited and doesn't contain anything that is likely to blow you away.
Cheese store cheese just tastes different. Not only is it cut fresh and wrapped in paper to preserve its flavor, but you're also likely to end up with cheeses that are totally new to your tastebuds.
The Artisan Cheese Gallery is a small store that sells all kinds of cheese, about ten different made-to-order sandwiches featuring various cheeses and Breadbar bread, and a multitude of gourmet products ranging from olive oil to truffles to flavored peanut butter (with samples!) to tortas de aceite (a famous old-recipe cookie from Spain). They do cheese platters for parties if you give them advance notice, and once a month for $35 they have limited-seating cheese tasting events which sometimes involve wine and/or chocolate (purchase tickets in advance or they might be sold out).
Artisan Cheese Gallery sells around 300 cheeses, so try to go in with a few hints about what kind of cheeses you do and don't like, or even what textures you do and don't like. The employees will take it from there, feeding you slivers of scrumptious cheeses until you find ones you like enough to take home. They'll even make a maybe pile if you're not sure. This is also a great time to ask all your cheesy questions, like "How do I know when to eat the rind?" or "How do I prevent my cheese from getting moldy?" Make sure to give them a ballpark figure for what you're looking to spend, or you may find yourself at the register with multiple hunks of $17 cheese (this has never happened to me, of course).
To give you an idea of the kind of variety you'll find in a cheese store, here are some examples of cheeses they sell that I have tried:
Wasabi goat cheese-a bit odd on it's own, but great with sourdough bread
Chocolate goat cheese - The true definition of a dessert cheese, this one contains walnuts and raisins and is sort of like cheesecake without the crust
Monte Irebo-a goat cheese from Spain with a very pungent rind. The cheese's texture and flavor is similar to brie.
Prima Donna - a cow's milk cheese from Holland. I believe it's a gouda. I like this one a lot.
Balarina Goat Gouda - a very hard cheese from Holland that reminds me of parmesan in its texture and nuttiness. Inexpensive and durable--great for traveling on a budget.
Tore de Bordeaux - a goat cheese whose rind is coated in herbs de provence. Pricey, but worth it.
Capo del Montalban - A Spanish cheese that looks like manchego, but tastes better.
As you can probably tell, I'm a big fan of goat cheese. But if you think goat cheese is only that crumblyish stuff that comes in logs, think again! There are many other cheeses out there made from the same tangy milk.
Artisan Cheese Gallery sells a variety of generously-sized sandwiches for around $9 each. I love their grilled cheese: thick, pillowy bread and warm, gooey cheese. All sandwiches come with thick slices of sweet pickles and a fantastic truffle. They even have a few tables so you can eat your food there.
It's a bit hard to spot and hard to park at--just keep this in mind the first time you go, and don't give up if you can't find it or park right away.
The Artisan Cheese Gallery
12023 Ventura Blvd.
Studio City, CA 91604
Mon. - Sat. 10:30 AM - 7 PM
Sun. 8AM - 4PM (that doesn't sound right to me)
As of October 2006, their website has buggy popups so I don't recommend it.