We could find a lot of Malls in the city. The biggest one is located in the north of the city and it's called Santafé. The most popular is called Unicentro and it's located in the corner of the street 127 with 15. Above, Andres Colmenares mentioned 3 others malls.
If you like seen local market, i suggest to visit La Plaza de Paloquemao, Corabastos and many others.