There is a Lone Star comics location a few blocks away from the Madness Games and Comics in Plano. All depends on how much you want to drive. Some of the other comic shops in DFW are Lone Star (several locations), Keith's Comics(several locations, also under the name More Fun Comics), Zeus and Titan comics. I go to Madness Comics and Games in Denton. They don't carry that many action figures or back issue comics. Mainly new stuff, TPB and board/card games.
What about good vintage stuff? Google brings up "Dallas Vintage Toys" in the Faulkener Tower, but they close at 5 every day. I doubt my schedule will allow me to be running around that early (except for Monday, when he's closed...).