I spent a rare day off visiting Eureka and going to three antique stores, the Great Western Antique Mall, Wallach House and Eureka Antique Mall. GWA is by far the best of the three for finds. It's huge, has tons of booths and a little bit of everything.
Wallach House was beautiful, it's a completely staged setting, so each room is themed. It's much less cluttered than a consignment shop would be and the furniture and items are exquisite. I thought this place was just beautiful, but one, I don't have the room for large pieces of furniture and two, I don't have the money for them either. This isn't your bag if you're on a budget but they have great pieces.
I was really disappointed in the Eureka Antique Mall. It was so crowded (with stuff) you could barely look at things. However I did see some antique metal purses made by Whiting & Davis and I am now hooked! I found one they wanted $90 for on ebay for $10, got into a bidding war and then realized I was better off on ebay than in most shops finding these little gems. I've since purchased two Whiting & Davis purses, one from ebay and one from a consignment shop. I need to take photos to share!