Tower Records is a pretty good bet and you'll find that store both in NYC and Los Angeles. CD Warehouse, I've never heard of, I don't think you're going to find that store in either city.

NYC:
Tower Records
692 Broadway
New York, NY 10012

I also highly recommend checking out the following two Mom and Pop stores. Both are in the Village. I think you'll like what you find in the Bon Jovi section.

Generation Records
210 Thompson St
New York, NY 10012

Bleecker Music
239 Bleecker St
New York, NY 10012


Los Angeles:

Tower Records
8844 W Sunset Blvd
Los Angeles, CA 90069

On the famous Sunset Strip, adjacent to Beverly Hills, where bands like Motley Crue, Poison, Ratt, Guns and Roses got started. There are many Tower Records all over Los Angeles county, this one is just the most central if you are doing the tourist spots. Honestly though, I find this particular area quite tired.

Amoeba Music
6400 W Sunset Blvd
Hollywood, CA 90028

Also on Sunset, but in the heart Hollywood. It's just a couple of blocks below Hollywood Blvd, where the Walk of Fame is. I highly recommend this store. It's huge. It's also newer. The area has been having a resurgence, so it has more life in it. Of course this had to happen only after I moved out of Hollywood after 7 years to Brooklyn, NY.