Most public markets have one or two stalls selling DVD's.  Normal selling price is 6 Rmb, may go as high as 10 for a foreigner.  Bargain down.

But be aware, those are pirated copies, very poor quality (sometimes not the full movie in it), many done in Europe (mostly Russia, some in Germany) and some here.  it could be an american movie, but actors talking in Russian, German or Chinese.  Make sure you can set English as the language on the DVD.

Nan chan si temple market down town.

Why do you want to buy? just go online and download for free, funshion.com for movies and qqmusic for music~~ cd and dvds are old technology now, stop wasting your money on pirated dics...