Royal Garden Plaza which adjoins the Marriott Hotel, and Central ("Big C") Shopping malls are air conditioned and have lots of stores. The locals go to Carrefour shopping mall on Pattaya Klang (central) road, great deals there also. Locals seem to like Tesco Lotus and Big C superstores, there are several locations.
Carrefour also has a great food court whre you can buy from a number of different shops. It's relatively cheap and you can buy western food as well as Thai food. Upstairs in the Carrefour store, there is a great selection of European foods at reasonable prices.
The Avenue shopping center is quite near to the Marriott, and is quite magnificent. It's all open air, but has lots and lots of high quality indoor air-conditioned shops and restaurants. It has state of the art movie theaters too.
Villa Supermarket on the ground floor is very good. It also has a great dining counter, open 24 hours every day, that has great quality food, at reasonable prices, very popular with the local expats. There is an outdoor Heineken beer garden, that has live bands every night, in a wonderful setting, very relaxing, and great music, going til very late. There are at least twenty restaurants, from fast food, to high class places. McDonald's, Au Bon Pan, pizza places, lots of ice cream places, hamburger places up to very nice full service restaurants. There are lots of stores for everything tourists and locals would want. Muay Thai boxing is also a regular event in the central entertainment area.
Central Festival the newest and most upmarket of Pattaya's Shopping malls. All manner of merchandise, restaurants, movie theatres, and video arcade area.