Record Stores:
Spaceboy Music (409 SOUTH ST.) - Has a good assortment of used vinyl and tons of used CDs. Usually some good finds. You can buy tickets to most of the Philadelphia shows here, also. Solid people, great prices.
Philadelphia Record Exchange (618 S 5TH ST.) - Pretty much anything from the 70s and older/newer than you can imagine (not really any "screamo" or much indie) outside of the independant scene. Occasionally there are some great records there, but if you're looking for fun and more easy to find records in fair condition with great prices, here is your place.
Record Trading/Shows at the First Unitarian Church (21ST AND CHESTNUT) - Every other Saturday, there are record shows going on at the Church. TONS of stuff is to be found at, more or less, "punk prices" from most of the vendors.
Venues:
First Unitarian Church (21ST AND CHESTNUT) - Pretty much the largest of the independant venues around Philadelphia. There are always shows going on here and you'll find pretty much anything of your flavor, really. From hardcore to indie to rap, etc.