Hmmm... things might have changed since I was there in '03, but I remember these stores in particular having good CD selections:
MK: County Bounty (in Toontown), Main Street Cinema, Mickey's Star Traders
Epcot: Mouse Gear
Studios: Can't think of any really good ones right offhand...
DAK: Can't remember the name of it, but it's the one near the entrance to the Pangani Forest Exploration trail - this one at least had the Animal Kingdom-oriented CDs, which is about as good as I remember it getting at DAK
Downtown Disney: World of Disney (usually carries most, if not all, current park CDs)
I was at WDW exactly a year ago and was surprised how few locales sold theme park CDs.
The best I encountered was in Downtown Disney, in what I believe was the main Disney store. They had a pretty decent selection of discs -- I snagged the Haunted Mansion & Pirates of the Caribbean discs in there, and they had Wishes, Illuminations, and a few others as well (mostly all about $20 a pop).
Places like Star Traders, etc. really had nothing to offer (inflated Star Wars soundtrack CDs) when I was at WDW a year ago. I really was looking for some rarer CDs and most of the stores at WDW didn't have any!