Dressing a little rock n' roll doesn't require a specific shop -- as others have pointed out, it's in the silhouette and accessories. I would also argue that edgy shoes or boots are key.
Oh, that's not much help. I do have a rocker element to my style, so let's see if I can do better:
I wear a lot of black and gray, and a lot of skinny jeans. My hair is (intentionally) scruffy. I've got five silver rings in my ears that have been there for decades. I sometimes wear a studded belt slung low on my hips. I prefer silver and leather jewellery, chunky rather than fine -- I usually wear a couple of thick silver rings and a leather wrist cuff or five-wrap bracelet. No tiny pendants on a fine gold chain! I wear a lot of tops that show my whole arm, shoulder and all, with the cuff bracelets -- this is a very rock n roll look in my mind. If I wear wear button-front shirts with my tight jeans, I roll up the sleeves to my elbows.Sometimes I wear my black leather duster. I like dark or very red lipstick. I don't do a lot of black eye makeup because it looks god-awful on me, but I like the look on others.
And I always pay attention to my shoes. They've got to be cool, and not at all preppy! Like RandomThoughts says, Docs or other laced boots scream rock n roll. Also true of black boots with buckles or other hardware! Oh, coats or jackets with hardware are just the ticket, too.
This doesn't help you with where to shop so much. I pick up things here and there. I don't shop in junior stores as a rule, but I don't shop at department stores much, either (except for bras and makeup). Usually I get clothing and jewellery from local boutiques. As for bags, I have no idea -- I'm not a bag girl and I need a new one myself!