Just wanted to thank you all again for the suggestions.
I did go to Ban Mo at least - if you like to be surrounded by electronics that's lots of fun. There are also flashlights (with "a"), fleshlights (with "e"), dildos, and a myriad of all sorts of crap one can imagine.
The place is a big mess - so it's not for the faint of heart but again, for electronics nerds probably worth stopping by after visiting Watt Po or the Grand Palace (it's quite close).
I imagine that is what Shenzen is like (but much larger there obviously)?
I didn't find prices to be particularly cheap. I did buy some (fake apparently) CR2032 and a super cap, but for no particular reason.
There are fake / cheap but also good things to be had - you can tell which store is which relatively easy. If its indoors and has AC it's already a good sign :-)
Here is a couple pictures I took.