Errachidia is not a shopping town in the way that Fes or Marrakech are. The central market is the main place to look — fossils from the surrounding desert (the Tafilalet is famous for its trilobites and ammonites), local dates from the Ziz Valley, kilims, and pottery from the small villages south of town.
For more serious craft buying, head 80 km south to Rissani, whose Sunday souk is one of the most authentic in southern Morocco and pulls in traders from the desert.