I am from Brunswick, an hour away. I know there are the name brand, Hancock, Joanns. I think there should be some neat little shops somewhere in Savannah. Perhaps the phone book!
I do know that in Brunswick we have a shop that is going to go out of business the end of July and there is buy 1 yard get one free. That is called Grandma's Attic and then on St Simons Island there is a shop called Stepping Stones. That shop is nice.