Damo I'm a big fan of the Dong Men area. Make sure you go to the fabric market, look for the brightly coloured stairs and the bad smell (it's above a seafood market!) and you'll find it.
There are also shopping centres in this area that are more western-like than the markets. You can sometimes snap up a bargain in the department stores too, they are huge!
There are usually a LOT of people around the Dong Men area so keep your personal belongings close to you. Whilst I personally have never been pickpocketed I know a few people that have.
I have not ever been harrassed in Dong Men, there are no 'touts' there like at LoWu - there are a lot more locals in Dong Men just doing their daily shopping. People are friendly and if you are western be prepared for a few puzzled stares from curious kids.
Enjoy yourself, Dong Men is definitely worth a look :)