Ah, New Orleans
NOLA.com is a good online resource for info about New Orleans. I grew up there, so I should know ;-).
Good record shops, the first two are in the French Quarter on Decatur Street:
Louisiana Music Factory.
Rock N Roll Collectibles -- tons of vinyl, be sure to haggle over prices, b/c they are inflated for the tourists. Usually run by knowledgeable folks.
Jim Russell Rare Records -- tons of vinyl, especially old Doo Wop, RnB. Not well organized. On Magazine Street near where it meets Camp Street.
Tower Records and a Virgin Superstore in the French Quarter.
There are usually one or two punk/alternative shops further down Magazine Street -- they come and go.
Radio stations: WWOZ 90.7 for jazz and New Orleans music, WTUl 91.7 for alternative, jazz, etc.
Audio salons? Try Alterman Audio and Wilson Audio in Metairie. There's a boutique shop in the French Quarter that sells nosebleed stuff (Thor Audio, etc.) whose name I can't recall.
Food: Liuzza's, Drago's, Uglesich's, The Camelia Grill, Mother's, DiMartino's (be warned: a lot of French Quarter restaurants add a 10% tip fee to bills without telling you)
Drinking: The Bulldog, Dos Jefes, Cooter Brown's
Bars/music clubs: The R Bar, Circle Bar, Snake and Jake's, Howlin' Wolf, Tipitina's Uptown