Nairobi is a cosmopolitan city as the Kenya capital and has many shopping malls where some open 24 hours, one can get about anything at anytime of the day. From electronics, house holds items, groceries and clothes.  Beyond the city the shopping places a small and may not have all the conveniences that are available in the city.
Some of the famous shopping malls include:-
Nakumatt Supermarkets
Uchumi Supermarkets
The Village Market
Sarit Center
Masai market  (One can by artifacts and traditional tit bits) it has no specific location but traders will rotate from one place to the next, it is open on Tuesday near the Globe Cinema round about and on Saturdays at the High court car park) 
It is advisable to shop in the city before you proceed to the bush or out of town.