Depends on what kind of furnishings you are looking for....
There's a couple of higher end, nicer quality furniture stores in Montego Bay called Bohios and Matahari...
You can go budget friendly in Sav La Mar to Courts or Singer & there's also a few other smaller furniture stores there...
Kingston offers more variety...
Or, as Sweetness mentioned, you can have furniture hand made...if you see something that you like...just ask who made it...