Thanks for the suggestions! Especially enjoying browsing the site Bigbird suggested. I am looking for physical stores/marketplaces/tanzi that I can visit and browse cheap adult material (really anything but mostly literature, dvds, etc.) Even nightmarket stands would be good to hear about.
As for being embarrassed..
Yeah, at any given adult store I'm pretty much the only female in her early 20s browsing the wares. It's not terrible, just have to cope with some occasional staring - I'm actually surprised no one's ever come up to me to ask if I'm over the age of 18..