Around the World Market is just up the road, I can't remember if it's on Chatham or on Chapel Hill Rd, but very near by.
Also, there is an "Indo-Pak" grocer at the corner of Davis and McCrimmon that is pretty good.
My favorite store is the Around the World in RTP on 54.
There are others, but IMO these are the best and biggest. (Also note that Grand Asia in South Hills Shopping Center is primarily SE Asian, but also has a lot of great stuff including a lot of Indian ingredients.)