Shopping in Cascais, Estoril & Carcavelos

The Portuguese Wal-Mart, Jumbo, is  across the street from and within sight of the Cascais train station.

Pingo Doce, which is the biggest grocery chain in Portugal, is inside the Cascais Villa Shopping Center, which is next door to Jumbo; map here. Their website has photos of what they carry with prices; it's in Portuguese but you can make a lot of it.

The Farmer's Market, is Wednesdays until 2pm [and some Saturdays? conflicting info on the Web], near the intersection of Avenida 25 de Abril and Avenida Dom Pedro, 5 minutes' walk from the Cascais train station; map here.

USA Today says to buy clothes at "CascaiShopping, a major shopping mall on the outskirts of town. Cascais Villa and Jumbo both have cheap clothing, but if you want anything nice you should go to CascaiShopping. This mall is well beyond walking distance and using buses to reach it is overly complicated and time consuming, so take a taxi. The mall has a taxi-stand, so there is no need to keep the taxi after arriving."

More Resources
CascaisPortugal.com Shopping - a nice overview, including suggestions about what gifts and souvenirs to bring back and where to get them, as well as short descriptions of shopping centers.

Markets, fairs & shopping centres in Cascais, Estoril & Oeiras, which has a zoomable map and a table of days and times.

Virtual Tourist Info about Shopping in Cascais - including everything from street markets to shopping centers to supermarkets.

Frommer's Info about Shopping in Cascais, which includes addresses and phone numbers but doesn't cover grocery stores.

Insider Cooking on Markets and Groceries in Cascais, Sintra & Lisbon - also lists the market in Carcavelos and the Cascais textile market. Note: "bio" means organic.
Tips about the Carcavelos market from Cascais-Travel.com:
"If you are looking for a bargain this is the place to go. Carcavelos market, opposite the Train Station in Carcavelos is on every Thursday from 8am. Cheap clothes, shoes, bags, jewelry, linen, towels, etc. Some weeks have better quality goods than others. It's alright to haggle a little. Best go early."