Two new shopping malls were opened in the north of Vitoria on the road going to Bilbao comprising grocery, DIY, cinemas, bars and everything else you need.
Centro Comercial Lakua
Duque de wellington, 6.
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.