There are no real noise shops, but a few record stores spring to mind. First off, Sex Beat might be worth checking out. Back in the day, when it was called Baden Baden, you could find lots of experimental stuff including industrial/noise. I'm not sure how much they have nowadays, though. As far as I remember the owner has a background in post punk/minimal wave. Mephisto is a metal shop, but might have some non-metal stuff as well. Both new and secondhand records to be found at fair prices. Sound Station is pretty expensive, but worth checking out, especially if you're into post punk and related. I have found a lot of good stuff in Accord in Skindergade too throughout the years, and at good prices. I remember one time, in 1998 or so, when I walked in there, they were playing Ordo Equilibrio in the shop, quite unusual for a non-specialized secondhand record store.