M.F.
I've heard good things about Rock-a-bye Bay in Carrollton, on Hebron.
One of my favorites is Kid to Kid in Highland Village on FM407 in the Kroger shopping center. I think Kid to Kid has a website where you can look up other locations in case there's one closer to you.
Once Upon a Child is at 1171 (also called Cross Timbers) and Morriss in Flower Mound. The prices on their toys and gear are great. Clothing prices tend to run higher than I'd like to pay, but their selection is tremendous and the clothing is well-organized. They have TONS of shoes.