We reckon the Royal Conservatoire of Scotland's Whittaker Library has a great stock. And remember our invisible resources, too - all the electronic books and journals, databases and streamed sound. They don't live on shelves, but they're certainly no figment of our imagination!
It's all there on our library website, and there are links from Moodle and Mahara too.
But don't forget - if all that isn't enough, you can look at websites like COPAC to see what books are in all the UK university and national libraries. If your tutor thinks it's essential for you to read a particular book or journal, or try a piece of music - whether it's just not in stock at the Whittaker Library, or is out of print so we can't get it - then come and ask about Inter Library Loans.
Scottish undergraduates and taught Masters degree students can visit other university libraries in Scotland if they take their matriculation card with them. You can't borrow, but you can consult for reference purposes. (Scottish research students and staff have limited borrowing rights too; you need a SCONUL Access card to exercise these rights.)