Siena is large enough still to have items made in the local area, stemming from its history of craftmanship, so you will find some items not readily available anywhere else. Fine paper, neckties, fabrics, embroidery/tapestry, glazed terracotta, gold jewelry, and of course local food and wine, are some of the distinctive items produced locally. There is a great shop on Via di Citta the main street with leather luggage, purses, bags etc.
A huge Market is held every Wednesday around the Fortezza Mediceana from about 7am to about 2pm.
Siena has popular stores such as Furla, United Colors of Benetton, Upim, Intimissimi and more.
Due to the city's status as a major tourist attraction there are plenty of newsagents selling international papers and magazines. A good example is the shop opposite the church on Via San Marco in the Snail Contrada, which has a friendly and helpful multilingual owner, who also runs an internet access point.
(http://www.montestigliano.it) - if you have a car then you can drive out to the montestigliano olive estate 12 km outside the walls, perched high on a hill surrounded by olive trees. you can taste and buy their single estate, extra virgin olive oil as well as a few other goodies to take with you or have shipped. there is also a lovely courtyard where you can sit and enjoy a glass of wine and admire the view.