There are quite a few, but the biggest store around in the CBD are is without a doubt Minotaur on Elizabeth St. Huge selection, different genres and they do have a huge selection of Hot Toys and other high end collectables as well as NECA figures, Figma and so on. They are quite pricey though given how crap the AU is at the moment, so expect that going in. You are usually paying just over the original price plus the shipping involved. If you look at it that way the high prices are not that bad realistically.
Other than that, there is also All Star Comics on Queen Street and Comics R Us upstairs next to JB Hi Fi on Bourke St. Again, bit pricey but great selection and the staff is friendly and helpful.
