Each shop only has one of the four elemental arrows:
South Quarter AKA Well Equiped Thief: Water Arrows.
StoneMarket Proper AKA Marla: Moss Arrows.
Docks AKA The Undercurrent: Fire Arrows.
Old Quarter: Gas Arrows.
Fences
Certain fences only take certain loot. Here are some examples:
Docks fence, AKA Dalia: Artwork & Gems.
South Quarter fence, AKA Heartless Perry: Gems & Metal.
Stonemarket fence AKA Blackmarket Bertha: Gems & Metal.
Fort Ironwood Side Mission Glitch
For the Hammerite and Pagan side-missions, you normally can only fulfill them for one faction or the other. The Fort Ironwood graveyard mission can be glitched slightly to gain the benefits of boths sides (although the faction meter only aggregates for one faction only).
You get the Fort Ironwood graveyard side-mission after clearing the Clocktower mission and getting the Keeper Enforcers on Garrett's tail in the Old Quarter. Head to Fort Ironwood (it's easier if the Hammerites are already allied with Garrett) and enter the graveyard behind it. There's a Pagan Cornerstone in the graveyard that can be "mossed"; find it near one of the columns (pagan cornerstones only appear on 90 degree corners) by the back wall of Fort Ironwood. This will accomplish the Pagan's part of the side-mission.
Assuming you did not go past the archway under Ramien's place in Old Quarter (leads to the Docks and Shalebridge Asylum) before doing the above, you can go there now and locate a small sewer tunnel where a Pagan Shaman would normally be. If the game glitched, the shaman would not be there, but his wand (worth $200) will be floating in mid-air. Grab it be a bit richer. You also get the benefit of the Pagan cemetary ... there'll be an earth crystal near the pagan cornerstone each following night (or the same night, if you reload the Old Quarter map).
Free Water Arrows
You can get free water arrows in the training mission (which carries over to your subsequent missions) by waiting by the douse the torch exercise for water crystals to keep respawning. Before you leave the Blue Heron Inn forever, you may want to take your fill of 25 water arrows, which will go a long way in helping you keep shopping costs down.
Getting To The Sunken Citadel In The Docks
When you first arrive at the docks, go towards the store. Stop immediately after you pass the Quarantine gate. There is a box in front of you. Destroy it. Go down the ladder and follow the stairs.
Item Maximums
Gear and items are bought to be used in Thief 3. Don't go to great lengths to save items if you think they can help you stay alive and undiscovered, but don't waste them on lone guards or civilians who cannot fight back.
On normal, the maximum gear Garrett may carry is:
Health Potion = 10
Broadhead arrows = 30
Noisemakers = 5
Water Arrows = 25
Moss Arrows = 20
Gas Arrows = 5
Fire Arrows = 15
Flash Bombs = 20
Explosive Mine = 5
Gas Bomb = 5
Oil Flask = 5
If Garrett proceeds to pick up another item when he is at maximum capacity, the item is "picked up" but is not added to the inventory. Be sure you have room before you start grabbing items or you're just wasting hard earned loot!
Metal Age Nightvision
Although shadows are important to hide Garrett, sometimes it can too dark to see while hiding. Crank up the Gamma/Brightness correction in your options menu to see the surroundings while remaining hidden.
Surfing Garrett
Slightly tilt Left Analog stick to glide across the floor and it will appear that Garrett is surfing.
Arrow Shops...