At Beira Mar Avenue you can see street market that works everyday from 6pm-10pm, there you can find hammocks and many different things hand made. Don't forget: ALWAYS bargain! For those that like nautic sports, you can find a Windsurf spot (they also teach classes) at this Avenue.
You must also go to 'EMCETUR', nowdays is a craft market but not a very long time ago it used to be the city prision. It is very interesting and on the top of the main building you can find a small museum from that holds typical things from the Northeast of Brazil. 'Mercado Central' is also a good place to shop for crafts but I must say that is more interesting for its design from outside.