There is no shortage of snorkelling gear, elaborate bucket and spade arrangements, blow-up beach toys and the like anywhere on the coast here if that's what you are after. But if you want to spend some serious money on, say, brightly coloured Kenyan beach towels (www.floretademallorca.com), local textiles monogrammed with your initials or soaps made with island herbs and flowers, then you need to head to the inland towns of the south. Santanyí is particularly good for this, though it's at its liveliest on market day (Wednesday and Saturday) when people blow into town from all over the the south to set up stalls here.
Cala d'or is in Majorca. Click on Shopping in Majorca for more retail advice.