The whole island is filled with shops and vendors, which sell almost the same things at the same prices.

 However if you want to get all your souvenirs in just one place, go to the city of Houmt Souk. At the main square you can find all kind of items, in both stores (most of them with fixed prices) and vendors (which you have to negotiate the price for you purchases). However, unless you are really good at bargaining, the shops will offer you the same price as the vendor, and without all the trouble as the vendors can get a little "agressive" during you purchase. Stick to the Fixed Prices shop, and just say "non, merci" at the vendors outside.