I'm from Madison, but grew up in Janesville. The largest local store is Preferred Pets, on HWY 14, next to ShopKo. There is also a Petco on the same road, about a mile west in a shopping district with a movie theatre, old navy, etc.
When I lived there (15 years ago), my favorite store was a mom-and-pop outfit on the South-East side of town. I think it was on HWY 11, about a mile east of El-ra-bowl. It was called East side pet store, or East side pets.....something on that order. It was owned by an eccentric 50 year old man, and his goods were as unique as he was. Fresh water rays, peacock bass, crazy lizzards and snakes, a 100+ year old talking parrot. The place smelled of wood shavings and the front door was falling off, but the merchandise was just awesome.