There's a China Post at Mogao Grottoes. Main "value" is the unique commemorative chops available.
What to buy: You can get a commemorative chop on your Mogao Grottoes entry ticket and postcards. Make sure the date is correct, because mine wasn't...! :(
What to pay: Free for the Mogao Grottoes entry tickets and postcards bought from this China Post; 1 RMB is charged per chop for postcards bought elsewhere.
Other than food and souvenirs in the nearby night market, there is a wholesale market handy in the eastern part of town behind the small foodcourt.
It's partly under cover and is a useful place for additional clothing in winter or a spare T-shirt or two in the summer. It is also the place to buy camping essentials, such as knives, pans, water bottles, etc.
The night market in Dunhuang is where Dunhuang comes out to play at night, with several hundred shops open until after midnight; in the pedestrianised street outside vendors sell fruit, vegetables, nuts, antiques, souvenirs, books, maps, curios and anything else you can imagine.
Here it's not the bargian that counts but the friendly chat from the seller. It's a great place to be on a balmy summer evening on the Silk Road.
Shopping for souvenirs is easier in Dunhuang than in many Chinese towns.
There are many streets along the main road leadng to the Dunhuang Hotel, and there is the night market just off the same road.
The souvenir market out at the Mogaoku is the best priced location - because of the competition - and because the products shift quickly stuff from their has less 'dust quotient'. There is also a far wider range of products at Mogaoku.
What to buy: There are a wide range of books on Mogaoku, naturally enough, but do check that the book has what you want, because there is an equally wide range of quality of content as well.
The 'slate paintings' are a new addition to the line of souvenirs. These have photographic film ainted onto slate and then images of statues and frescos from Mogaoku and elsewhere printed onto them. You either love them or hate them..personally I love them. Do note that some of the images on the slates are actually from Maijishan so make sure you check or know where the original is located if you really want a souvenir of the place you have visited.
Obviously there are plenty of souvenirs of the apsaras. However, there are better handmade apsara designs including some wonderful pottery statues made at the Yangguan Visitor Centre.
Cinese traditional medicine is completely different from the western one. Thus, pharmacies here are not the aseptical white shops we are used too. Most of them are antique wooden smelling places, with hundreds of strange remedies, lotions and so...
Visiting one is a really interesting experience, even if you are not gonna buy anything!
If U like tea (not the little bags, the REAL one), in China you will find endless varieties ans antique shops where they serve all kind of teas.
The packagings are great too!