I was disapointed with the shops in Songklha-but they don't cater too much to tourists. They do sell silly souvenirs-like this basket of mermaid paper weights. Near Samila beach, there are a bunch of stores that sell t-shirts, stuff made out of shells and other tourist souvenirs. But that's about it.
On the island of Koh Yo, you can buy handmade cloth from local women or men along the street. You can buy a plaid design or one color pieces of cloth/textiles. Expect to haggle hard.