For outdoor gear, the Mountain Equipment Co-op is well worth a visit. The prices when I was there (which is around ten years ago) were about half of what we see in the UK. My wife and I were on our way north to do some canoeing and hiking, staying in a tent for three weeks, and we deliberately left a lot of gear at home so that we could stock up on cheap new stuff when we got there. It's a great shop if you like that sort of thing.
We didn't stay in Vancouver itself for very long, but really enjoyed our two days - walking all over the city, taking the water taxis to Granville Island (which was OK, but not our highlight), running around Stanley Park and eating huge amounts of pancakes with maple syrup for breakfast. We were surprised by the numbers of very well dressed beggars in the evening - they had better clothes on than we did! Overall, we loved the place but heading north through Whistler (a ski town that looked out of place when there was no snow) and up towards Lac Le Hache and Quesnel was much better.