There's Towers at Pacific Plaza, Scotts Road (near Orchard MRT), and very
near that is Borders.  A short walk down Orchard Rd will bring you to HMV,
and if you go to Takashimaya Shopping Center you'll find 50% bargains in
Supreme Music.  Then go to HMV, another 7 min walk away.  Then go to That's
Music, a small shop in Orchard Emerald, shortly after HMV (look out for a
Burger King) where you can find Royal Classics cheap (S$9.99).  Then walk
down to Centrepoint further down Orchard Rd and go to the third storey
where you can find Beethoven Record House (good for Hyperion stuff and
historical recordings)

Other places:

* Sing Discs or Sembawang Music Centre (Raffles City) you can get there by
taking the MRT to City Hall.  3rd level.
* Towers at Suntec City.

That would about cover the main places.

Derek