The very first sex toy I ever bought (a cheap strap-on dildo and crappy thong-style harness to use on my ex) was from a seedy sex shop in San Francisco in a kind of sketchy part of town. Which in hindsight was really stupid, because the Bay Area has some really great sex shops, but at the time, it was like 2am, and none of the nice places were open.....and for some reason we REALLY didn't want to just wait until the next day. Can't remember why that was.