Ask around about the Pioneer Trading Post on Highway 167 just south of Acadiana Mall in Lafayette, on the left as you are heading to Abbeville. Mr. Walter Broussard sells used Cajun records there in a section of the store. LPs and 45s. Probably the best collection in the area. He does a lot of business with European visitors. Negotiate prices! I've gotten some things there my last two trips.
(Not quite sure of the title Pioneer ...Somebody down there will know for sure).
Begnaud House in Scott has a good selection of CDs and books and the Coffee Break in Breaux Bridge has some good current stuff like High Performance, Ray Abshire, Cedric Watson, Pineleaf, etc.