There are a few good places.
Main Street Magic and Fun Company in historic downtown McKinney. This is on the north side of the Metroplex. Well worth the drive with the family to check out such a cool shop. Be sure and get them to show you the upstairs. It's great.
Magic Etc - Great magic and constume shop in Ft. Worth.
If you are here on Monday nights, there is a group that meets in Arlington to session. They meet near Six Flags at a restaurant called Humperdinks.
Also depending on when you are here, the Dallas Magic club meets on the third Tuesday of the month.
The second Tuesday is a great little magic show hosted by Michael Williams at the Addison Improv. It will be on the evening of 10/13. Below is a link.
http://www.symfonee.com/Improv/addison/ ... .aspx?Uid=