Make sure to check out the Mystery Lounge show in Harvard Square in Cambridge, MA. It runs every Tuesday night with close up at 7PM and the stage show starting at 8PM. It is a very short T ride from Boston downtown. www.MysteryLounge.com
Make sure to stop by at Ray Goulet's Magic Arts Studio in Watertown, MA: http://www.magicartstudio.com/
Also, check out Hank Lee's Magic Factory www.MagicFact.com
And it's not magic, but if you are into this sort of thing, this place is great: www.cigarmasters.com
Have fun in Boston!