There is also a shop in Winchester, call A Stitch in Time and one in Mt. Sterling called The Sterling Thimble. I like both of them, also. I live in Richmond, which is the next town south of Lexington off I-75. They do have a good guild in Lexington--it meets the second Tuesday of the month at the Extension Office on Red Mile Road. I went once and enjoyed it, but they were still going strong at 9 p.m. (starts at 7:00) and I had almost an hour drive to get home, so I haven't been back. I wish I could!
You are also close to Berea, just south of Richmond. There are several quilt/craft places there, too. And then if you make it to Somerset near Lake Cumberland, Paul's Discount is a good place to look at fabric (and anything else you might want!).
A group of us from Kentucky are planning to meet for a day in the spring and do a day of hitting the quilt shops. Watch for the information about it here on this list.