I'm relatively new to this site as well, and I've found it be quite lovely. Welcome! Cute fingerless gloves!
I've knit with Quatro by Cascade Yarns which is 100% Peruvian Highland Wool and it's super soft. Though I guess it depends on what level of sensitivity you have to wool. I personally love knitting with wool and wool blends.
In terms of the yarn shop question I've used the Sweater Babe directory before when looking for yarn shops while traveling: