We go to Reno often to visit family...always have to hit these shops:
Sew-n-Such
2291 Kietzke Lane
Going Batty (Bernina dealer; beautiful fabrics)
9744 S. Virginia St., Suite C
This one is tricky to find without a GPS as it's in a row of shops not seen from Virginia St; you have to enter by a grocery store and then go around behind a bunch of buildings to get to it. It is, however, visible from highway 395, although you can't get there from that highway 
. Worth the effort, however.
Sierra Sewing Center
8056 South Virginia Street
I've never bought anything at Windy Moon, but do go there to check it out when time allows.