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The place in Cary is called Science Safari (scisafari(dot)com) and is at 1255 Kildaire, in the plaza with Trendy Toes and Cary Spin Cycle bike shop. They list a gyroscope on their web site (~$7). I don't recall seeing one in there (I wasn't looking for one), but it's the type of store that would/should carry one. Call before you trek over there. It's a cool little store and worth a visit.
E-mail some of the physics professors at UNC (or Duke) - preferably the oldest one there (they have the most junk), but not Emeritus - they sometimes don't have offices and have already unloaded all their crap. Tell them your daughter is interested in gyroscopes and wants one for Christmas, and they'll probably have a box full of them and will give you one. Physics profs, in general, are the quirkiest, strangest, but absolutely the nicest folks around. They would probably arrange for a tour of their lab and facilities. Academics are always keen on getting young kids hooked on science.
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