Have you looked at the map of the yarn stores in the sticky at the top of this forum? It was really handy when I needed to know what was around/on the way.
My boyfriend's parents live in Eagan. They took me to a store in Lakeville (called Knitter's Palette) and it was a nice place. I haven't been to any others in the Cities area yet. I have a tooth emergency I need to get taken care of. Then I'll be more ready for a yarn crawl.