Hi Caz,
There is a market on Saturday mornings in Nueva Andalucia which runs from the Bullring right down into Puerto Banus and finishes around 2pm.
As for shoes, there are some fantastic places in the port. At the moment my favourite is a shop called Quos which is on the 2nd line more or less opposite Dior. They're really pretty and not that expensive which is always a bonus! Obviously the favourites such as Jimmy Choo, Gucci, Fendi, Dior, Gina etc are all there too, although a little pricey!!
Have a fab trip x