This isn't a shopping tip in Siwa but a shopping tip before heading to Siwa. If you're a smoker had a specific brand preference, buy enough supplies in Cairo or Alexandria or anywhere you're coming from where there's availability of foreign brands. Most or maybe all stores in Siwa central town don't sell cigarrettes, I found that out when I ran out of a cigarrette and went to about 6 stores.
There's a cigarrette vendor along the street on the side of the park selling local brands, most of which are probably coming from Libya or somewhere else whose brands I haven't seen before, and the flavor is very strong or rough?
The women of Siwa have a strong tradition of weaving and beading that spans 100's of years and you can view examples of their famous ceremonial dresses in the local museum. Although tourism hasn't yet swamped a beautiful place like Siwa, you will find some sellers here and it is good to support this local industry. A good buy would be one of the many brightly coloured bags the women here produce - they are beautifully made and very reasonable.
Siwa is known to supply the best quality of dates in the whole Egypt and bying dates is on the top of the agenda among Egyptian local tourists.