In Phetchaburi you can buy all of the staples of daily life as a Buddhist in Thailand with great convenience, but as regards souvenirs, there are just a few small but adequate shops around the base of the cable car that serves the Khao Wang palace. For Thai silk and clothing, the Big C hypermarket on the main highway carries a modest selection, as do a handful of shops in the market area.
Serious souvenir-hunters might wish to head South about 40 miles to Hua Hin, where there are plenty of high class souvenir shops.
Phetchaburi province is famous throughout Thailand for its Thai desserts - Khanom Thai - delicious candy-like finger food made from egg, palm sugar, coconut, and a binding agent, usually crushed beans or flour. The main North-South highway is dotted with large stores offering a bewildering variety of such sweetmeats, if your waistline can cope.