The Entebbe airport has a reasonable duty free section – with an array of curios, t-shirts and books, maps etc – for last-minute shopping. Certain of the more up-market lodges also have curio shops.
There is also a limited choice at the curio markets around the country and in Kampala. Speak to your guide for advice if you are looking for something in particular. Duty-free allowance is 2 bottles of wine/spirit and 200 cigarettes.