First off, everything is a bit of a drive in Dallas.
Homebrew Headquarters in Richardson was my favorite shop. Grain prices are very fair. Second was Dallas Homebrew in Carrollton. Stubbies out near Fort Worth is solid as well with good prices on equipment
I exchanged CO2 tanks at Airgas. Good prices, but they operate on bankers hours, so I had to burn my lunch. Specs does exchanges as well, but mostly 5lb tanks.
If you want to join a club, there are two. South of LBJ is Dallas Homebrew Collective, north of LBJ is North Texas Homebrewers Association.