The shopping in Bali is wonderful, you can find every thing from local hand made crafts, to high end designer clothing. But while in Bali, also consider looking at their numerous shops selling outdoor furniture, accessories & stone carvings. In the hills around Ubud away from the beach, you will find little towns that specialize in different trades & crafts. You can hire a car & driver for fairly cheap that will drive you around to the different shopping areas.
There is a small town close to Ubud where stores line the main street selling many different types of outdoor furniture. You can find rattan furniture in traditional Balinese style as well as very modern designs. Shops specializing in the new synthetic rattan & of course teak furniture. They recommend synthetic rattan over the natural rattan for furniture that will be fully exposed to the elements for durability reasons, but the natural rattan will still work very well in a sunroom. The selection of synthetic rattan furniture is very good. Shop around and take a good look at the designs, many are knock offs of well know Italian designs but some shops make the designs better than others.
The selection of teak furniture is also good, but be weary of bringing wood overseas as some countries will not allow you to import it as well as the concern of the wood warping when being exposed to a different climate. Teak furniture also needs regular oiling to keep it's golden tone.
Although we did not purchase any furniture during this trip, the prices we were given for beautifully design outdoor furniture was a fraction of the retail price we would pay in Singapore, and still much cheaper after factoring in the shipping. Most of the shops are very used to shipping over seas and can very easily give you a price for shipping.
On your next trip to Bali, who knows, you might be filling up a container of Balinese furniture to bring home instead of a tacky "I love Bali" t-shirt.