Where do I begin?
I literally have visited every shop in the DLP theme parks and the Disney Village as well as the shop at the
Disneyland Hotel.
If you love Disney shopping, the Village is worth a stop, as long as you're at DLP for at least 2 days. It's not that big (not nearly the size of the Village at WDW), so I'd just go there and go to every shop. I'm a serious shopper, I went to every shop, and I was at the Village for a little under 2 hours. The shops there are pretty good.
At Disneyland Park, definitely check out the Emporium. If time permits, all of the Main Street shops are great. I found some lovely kitchen wares at one of them. I also really liked Disney Clothiers, Ltd on Main Street. Overall, if you really like an attraction or like particular theming of an area of a park, check out the shops. Some of the Fantasyland shops have some really nice items. And the Confectionary on Main Street is a great place for a pick-me-up after a long day of Disney shoppin!
But seriously, if you want to find small gifts for nieces & nephews, your children's friends, etc., do check out the Confectionary, as they have a fairly good selection of small packages of sweets that come in nice containers that can be re-used (little tins with characters on them, small purses for girls, that sort of thing). The prices on these are often pretty reasonable (not hard to find something for under 5 euros).
La Girafe Curieuse is still open! That is a fun shop!
I particularly enjoyed the shop next to Pirates of the Caribbean.
At the Studios, the Walt Disney Studios Store at Studio One is the best, IMO. If you really love Disney Animation, check out the store next to this attraction, even if just to look (those limited-edition items are EXPENSIVE!!!) I think the only other store at the Studios was the one you pass after getting off Rock-n-Rollercoaster.
While Galerie Mickey at the Disneyland Hotel was nice, it's not worth a visit unless you're staying at this hotel or are eating there. I bet that the other hotel shops have the same merchandise.
Many DLP stores have sale racks! Check them out! The discounts can be nice! I found a gorgeous sweater that was 50% off.
For pin trading with cast members, try to do it early in the day. I don't think the CMs change their lanyards during the day, so by the afternoon and evening, they have mostly pins they have received during the day, a majority of which are ones from the starter kits. I cannot recall any shops that carried only pins, but I think the best selections tended to be at the larger shops such as the Emporium at DIsneyland Park. If you're new to pin-trading, get a pin-trading starter kit. Jodyb mentioned them in her trip report, and they are great, as you get 4 pins and a lanyard for less than the cost of 4 individual pins. Also, at some of the larger shops, they have selected pins on sale for 3 euros (normal price is 6 euros), so these are great for trading too.
If you're staying on-property, if you buy anything before 3PM, you can have it sent to your resort's gift-shop. You can pick it up from the shop any time after 8 PM. This service is FREE, and it's great when you buy items that are on the heavy side. THis service at DLP is so much more efficient that the one at WDW, but that's another story, I suppose.
Lastly, this will apply to only a few people here, but if you're not from the European Union and you know you will be doing a lot of shopping, try to do all of your shopping in one day. If you spend at least 175 euros in one day (NOT counting park admission, hotel, food), you can get the tax (VAT) back, which is a very large amount! You'll have to get a special form filled out at one of the shops, but the process is worth it.