wouldn't say shopping is a major activity in Merida, but you are going to want to do some. And there are a few interesting things you can get here that you can't find easily elsewhere.
The markets in Merida are a great place to see the real Mexico life of its people. You enter a block long building,and find the people shopping for fresh produce,meat,and all types of food products.
You can also sit at one of the many small restaurant stands and order their specialties, at great prices.
Inside the market place you will also find any type of clothing,shoes,and souveniers,so make sure you visit it.