Yeah, Baltimore has really changed a lot for the better over the last several years, even just the last two or three years really. It's much nicer and safer than it used to be. More of the crime and poverty has been pushed into the county because they've really built up Baltimore and it is a nice place to live. I've lived in the city for about five years now.
I've lived in Federal Hill, Fells Point, Mt. Vernon and currently in Charles Village. But it is the city and there are cops and sirens everywhere and you still can't leave anything visible in your car (or it will probably get stolen via a broken car window), but other than that, I've never really had any problems. It was about three years ago when they started building up Little Italy and the area around Orpheus, so it really is much better now.
I haven't really been to Fells since I moved from there about four years ago. I remember Stikky Fingers, it was a pretty cool shop. It's not Goth explicitly, but you could still find some things there. I guess it would categorized as an "alternative" store, it was like a higher-end Hot Topic before Hot Topic came around. Also, in Fells is Sound Garden which is an amazing music store. They have really the largest and most hard to find CDs out there and you can sell CDs you don't want as well. Fells is okay, it's kind of dirty and there are a lot crazy homeless down there and a lot of bars.
I would also check out Hampden, it's up by Charles Village near JHU. The Avenue (which is kind of like a Main St) there has some boutiques (not necessarily goth, but you can find great furniture deals) and also a great bookstore, Atomic Books, which has some really great goth, occult, and bizzaro stuff.