Markets are quite common throughout Korea, and each has their own reputation for the kind of goods that are for sale. Some markets are known for their fabrics, while others might be known for their imported goods or foods. This tends to mean that there is no one-stop shop for all goods you want, but it does mean that there is incredible selection if you know what you are looking for and go to the right place.
I visited Gwangjang Market a few days ago, which the Korea Tourism agency bills as the "first" market in the country (not really sure on how they define that though). The place is also apparently known for its hanbok wedding gowns (the formal and traditional dress of the wedding couple) and thus it serves up many stores with these gowns available in a dazzling palette of colors. Outside of the shopping, numerous food vendors were dispersed throughout the walkways offering snacks for the shoppers.
In addition to shopping, I managed to get a wonderful picture of large-flake snow falling in Korea. The snow, when it isn't making the place dangerous, can be quite beautiful at times (although it is still not enough to get me to leave California permanently!)