My favorite is The Family Store, 6905 3rd Ave., Brooklyn, NY, (718) 748-0207. They have all the staples, plus wonderful service.
And of course there's Sahadi, 187 Atlantic Avenue, Brooklyn. They're closed on Sunday and jammed on Saturday, particularly in the afternoon. Go early Saturday morning or on a weekday.
Penzy's in the Grand Central Market has almost every spice.