Lahore
You will can find all types of shoes, clothes and accessories on Mall Road, Liberty Market and and Fortress Stadium.
For CDs go to Hall Road. Just on Mall Road, you will find lots there.
For Books go to Mall Road and Urdu Bazar. 

Karachi
Karachi has everything everywhere,  Tariq Road, Clifton are Saddar are the most common shopping zones..

Islamabad
In Jinnah Super and The Super Market you can find everything you could want.  

For handicraft you might consider Visiting Multan or Texila for Marbel ornaments.

Peshawar
Peshawar is the only place to acquire authentic Tikka Karai, Chapli Kabab, Peshwari Chapal or Weapons.

Rawalpindi
Rawalpindi also has many many markets around the Raja Bazaar. Gakhar Plaza on Bank Road Saddar in Rawalpindi is a popular place to shop. You can get the latest fashion clothing and music. 

Shopping Centers & Bazaars

Aashian shopping Center, Murree road
Abpara
Blue Area
Bookstores
Bara Market
Bohar Bazar, Iqbal Road
Book Center, Haider Road
Book Land,Saddar
Chinatown
China Market 
Commercial Market 
Capri Book Shop, Haider Road
Canttonment Library, Off the Mall
F-10 Markaz
F-11 Markaz
Fashion Ka Ghar, Murree Road
Ghakhar Plaza, Bank Road , Saddar
Gulf Center, Murree Road
G-8 Markaz -used automobiles market
G-10 Markaz
G-11 Markaz
Imperial Market, Liaquat Road
Idris Book Center, Bank Road
I-8 Markaz
I-9 Markaz