We went in September for a general look round and though most shops were shut while we were there an excellent Cort Ingles was open and there were loads and loads of shops to choose from - when open obviously :).

After coming out of the Station walk back past the Coach Station and turn right down the the first road you come to and Cort Igles is one block down on the right hand side and the main shopping area and market is about another 5 mins further in the same direction - through quite a nice park. 

We will definately go back for a proper shopping trip on one of our next visits, though it's not got much to offer in the way of sites to see.