The Arcachon market is located next to the train station is some kind of provisional looking tent. Apart from buying fresh seafood, veggies, fruits, meat and cheese you can also have breakfast here or try the fine wines.
These shops are located at the foot of the Dune. You can buy gift items such as cards and local crafts, you can also buy warm clothings that you ll require if you are climbing the Dune.
There are several things you could buy as momentos for friends here.