Royal Garden and Central ("Big C") Shopping malls are air conditioned and have lots and lots of stores.  Walking street in the evening is fun, same for Second Road and Beach road.  The locals go to Carrefour shopping mall on Pattaya Klang (central) road... great deals there... also, locals go to Tesco Lotus and Big C superstores, several locations. 

Carrefour also has a great food court whre you can buy from a number of different shops.  It's relatively cheap and you can buy western food as well as Thai food.  Upstairs in the Carrefour store, there is a great selection of European foods at reasonable prices. 

The brand new "THE AVENUE" shopping center is almost across from the Marriott, and is quite magnificent.  It's all open air, but has lots and lots of high quality indoor air-conditioned shops and restaurants.  It has state of the art movie theaters too.  The VILLA SUPERMARKET on the ground floor is the best in town.  It also has a great dining counter, open 24 hours every day, that has great quality food, at reasonable prices, very popular with the local expats.   There is an outdoor Heineken beer garden, that has live bands every night, in a wonderful setting, very relaxing, and great music, going til very late.  There are at least twenty restaurants, from fast food, to high class places.  McDonald's, Au Bon Pan, pizza places, lots of ice cream places, hamburger places up to very nice full service restaurants.  There are lots of stores for everything tourists and locals would want.   

The MIKE SHOPPING MALL is popular with tourists, lots of reasonably priced clothing, suitcases, souvineers, etc.  It is between Beach Road and Second Road, not far from the Avenue Shopping center.