Edinburgh Woollen Mill - Not really "a wool shop" (place where you buy knitting wool) - more a big souvenir shop where you buy garments made of wool, tweed, shortbread, whisky, mini-bagpipes and other "tartan tat" - and CDs - and they'll have Scottish music playing in the background.
Aran sweaters - Irish, but can be bought in the above shops. (Arran - Scotland - for mustard, perfumes, whisky!)