The best underground shows you will find will have free pbr and models as far as the eye can see. They are rarely announced, so keep your eyes out for promising openings, especially with Milk Underground coming up.
Strand is a castle of books. It claims 2.5 million new and used books, across 18 miles of shelves, cared for by 200 employees—so set aside a couple of hours. Plenty of art books and good prices. Get your healthy huff of that old book smell.
The Brooklyn Flea is another treasure trove of odd finds, cool artifacts, and handmade goodness. If you're looking for inspiration or just something cool to hang on your wall, you can probably find something here. And if all that treasure hunting leaves you hungry, you are in luck--there's a delicious assortment of local food vendors and artisans there too.