Depends on what type of stuff you're looking for. For example, the Essex and Union Square are better for food. Around the corner from Essex on Ludlow is a great weekend market. They have clothes, luggage, etc. Also, if you're looking for deals on that kind of stuff you can't miss Canal Street or Fulton Mall in Brooklyn.
This tip has the address "Lower East Side, NY, NY; Fulton Mall (subway to DeKalb) Brooklyn, NY; Canal Street, NY, NY"