Avenida de la Libertad and the streets around it are San Sebastián's main hub for high-end shopping. Among the highest of the high is Auzmendi, a sort of mini–department store that's the local outpost for designers like Marc Jacobs, Versace, and Prada. Auzmendi has several shops, but this one, for womenswear, is the largest (there's a menswear shop, a block away, at 11 Avenida de la Libertad).

Closed Mondays until 4 p.m.

The perfect place to find a stylish, well-made handbag that won't break the bank, Boulevard 15 stocks outside brands as well as its own signature line. The designs are elegant, the materials high-quality, and at $100 or so apiece, you might as well pick up two.

If you have enough of a sweet tooth to travel for your fix, a 15-mile drive from San Sebastián to Pastelería Brasil, in the border town of Irún, is an absolute must. The region's top chefs swear by its exquisite bonbons, cakes, and pastries (62 Paseo de Colón, Irún; 34-943-615-079). More convenient and just as heavenly is Chocolates de Mendaro, which has been in the cacao business since 1850. The company has outposts in both San Sebastián and Bilbao, which sell chocolate bars, cocoa powder, and a decadent assortment of truffles and bonbons; try the concoctions of dulce de leche and amargo—a "bitter" ganache filling of 70 percent bittersweet chocolate (6 Etxaide, San Sebastián; 34-943-424-804; 16 Licenciado Poza, Bilbao; 34-944-438-762; www.chocolatesdemendaro.com).

Bilbao's El Mercado de la Ribera is the country's largest wholesale produce market, and although it's worth a visit just to take in the sheer spectacle, it's not the most practical place for a visitor to shop. For a much more manageable experience, head to this jewel of a food store (adjacent to a pintxos bar of the same name), which stocks an excellent and carefully selected array of gourmet items. Our favorite choices: dark chocolate from Barcelona chocolatier Xavier Mor, and late-harvest txakoli from the wonderful Itsas Mendi winery.

The most central of Bilbao's shopping areas is the Gran Vía Don Diego López de Haro, known locally as Gran Vía. This wide avenue, and the streets that radiate out from its intersection with the circular Plaza Moyúa, have lots of upscale clothing and accessory boutiques, including Carolina Herrera, Donna Karan, and Ermenegildo Zegna. There are also design shops, bookstores, and music outlets. Start at the intersection of Gran Vía and Calle Gregorio de la Revilla and work your way northeast, toward the Casco Viejo.

Just down the street from the Guggenheim, this wine shop stocks a wonderful variety of vintages from Spain and beyond, and also hosts regular tastings. Hour-long wine classes, called "splash classes," can also be arranged. The staffers will gladly pack and ship your purchases back home.

Closed Sundays after 3 p.m.

Across the street from San Sebastián's Mercado de la Bretxa (a large subterranean food market), Lur Lan is a cut above most of the city's other gourmet shops. Opened in spring 2006 by a group of local growers committed to small-scale production and traditional cultivation, it specializes in artisanal cheeses, charcuterie, bread, and conserves from Basque country and neighboring Navarra. The shop also has a stall in the Mercado de San Martín, a permanent indoor food market located in a new shopping mall (Calle Urbieta and Calle San Marcial; 34-943-426-857).

If you want to bring home something unique from the region, it's worth visiting San Sebastián's Saski-Naski. It sells locally handmade crafts ranging from gorgeous linens and textiles—some decorated with the lauburu (an ancient Basque symbol representing the sun)—to pottery and traditional berets known as txapelas. It's unlikely that your friends will say, "Oh, I already have one of those," when you present them with a kaiku, a wooden vessel used in Basque cheese-making.

Open Mondays through Saturdays.