You can indeed take bricks and purchase them. I've listed the main types of Pick-A-Brick in this answer:
The LEGO retail outlets house a matrix of bins, each filled with a
certain type of brick. The bricks used tend be excess bricks from
LEGO's own factories and some bricks of the same kind may be included
in more than one bin. Bricks are packed into small or large plastic
cups, you pay for getting as many bricks as you can in one cup.
The top few rows of bins are generally just decorative, it would take a fully grown adult on a kickstool/ladder to reach the top bins.
Other products unique to LEGO retail stores include:
- Exclusive and limited edition sets (which can also be bought from Lego.com)
- You can build and buy minifigures which consist of torso, legs, head, helmet/headpiece and accessory.
- Events, such as the monthly mini-builds. Models you can build in-store to take home. Subject to age restrictions.