Or go to the traditional small shops in the town center such as Calle Dato. This is the place where you find Vitoria-Gasteiz's best shops and bars as well.
Leather and shoes is always an option in Spain and especially in Vitoria-Gasteiz. Ayestaran located in Calle Dato is a place where you can find nice stuff. Sadly, it is expensive.
Corte Ingles is Spain's flagship retailer and the store is in the center of the town: you can probably find everything you want, but it is pricey by Spanish standards.