Stores exist in many of the areas on the server, not just in the Grand Bazaar.
Its worth getting to know which stores sell what items, as there are many that can save your life!
One thing worth knowing about is Coins of Life. These can be used without class restriction or UMD (Use Magic Device) as a means of raising dead party members. However, they are quite expensive, you can't afford to keep using them. Take care with your life and that of your fellows.
A number of stores also sell henchmen, that can be useful for helping you get through dangerous areas, especially at low levels, although some are quite pricey.