The Streetlight Records in Noe Valley is pretty good. Take Castro Street away from Market, over the hill, and turn left on 24th. It'll be on the right, across the street (diagonally) from the Bell Market. There's an even better Streetlight in the town of Santa Cruz, if you're ranging that far. They devote a lot of space to jazz, and they're right on the downtown main street (South Pacific Ave I believe), NOT near the ocean. It's a local micro-chain, only four stores as far as I know.
If you want to go outside of SF at all, you should really check out Telegraph Ave in Berkeley. Lots of stores there, including the original Amoeba and Rasputins. Hours of browsing, and BART takes you right there.
At the SF Amoeba they said they're just moving their jazz and classical, not eliminating them. (And they'll be closed Monday, the 15th, for that reason.) They're right near the intersection of Haight & Stanyon streets. Haight ends at Stanyon, actually, which borders the end of Golden Gate Park (the main part, not the panhandle). Right at the corner of Haight & Stanyon is a McDonald's----Amoeba is right behind it (used to be a bowling alley). You really should check it out; the Amoeba, not the McDonald's.
Hope you have a great time!