For your specific reference to mobile phones, may I recommend Mamboonkrong (MBK Center) in Bangkok...
They basically have one whole floor dedicated to cell phones - and there are deals to be found, as long as you're prepared to spend some time going shop to shop. If you don't mind a 2nd hand phone, the prices can't be beat. And, even if you're looking for a brand new one, I think the prices here are very competitive compared to anywhere else in Asia.