If you do a search, you'll find that there are a couple of threads with information about this:
Basically it's Thesaurus on Lincoln, Cuesta on 27 con Lincoln, and New Horizons on Sarasota and in Bella Vista Mall. All are mainly Spanish bookshops with English sections. The choice isn't great, and the prices are generally high.
A good bet will be to join the Helen Kellogg library on Ave. Independencia in Gazcue (behind the Anglican Church, and opposite the Communist Party HQ). They have a very good collection, with a reasonable intake of new titles, and hold a second hand book sale on the first Sunday of every month. They're open every morning and some afternoons, except for Mondays when they're closed all day.
If you're American and have access to the Embassy I believe they have a good library there too.