"FF7: A Man's Game."
I'm going to show you how to get the best items here.
Speak to the guy standing outside Honey Bee Inn, ask about Tifa. Go north and talk to the guy standing outside Don Corneo's place. Then head to the bottom right of Wall Market and speak to the large guy to get it.
Go to Honey Bee Inn. Choose the top left room for the Lingerie, OR the bottom left room for the Bikini Briefs. Perfectionists consider the Bikini Briefs to be the best item due to them supposedly MEANT to increase the chances of Don Corneo choosing Cloud the most, but that being removed from the game.
You can also get some Make Up. This isn't an actual item but is probably worth a mention. Speak to the leftmost woman in the northern room in Honey Bee Inn enough times and she'll put make-up on Cloud. You'll hear a "wind" sound if you got the most effective make up. It's totally random which make-up sound you get. Personally I just accept whatever, but if you want you can restore your save and keep trying as it's random each time.
Go to the dress shop on the first Wall Market screen. Speak to the counter lady, then go to the bar on the next screen up and speak to the old man. Select "Soft" and "That Shimmers". Return to the dress shop and receive a Silk Dress.
Go to the Gym on the same screen as the bar. Win the squatting competition. Receive a Blonde Wig.
Go to the store on the top-right of the first Wall Market screen. Speak to the shopkeeper. Go stay at the Inn. Buy the most expensive thing. Return to the shopkeeper and he'll give you the Diamond Tiara.
Go to the restaurant on the first Wall Market screen and have some grub. Tell them "it was alright" and you'll receive a Pharmacy Coupon. Take it to the pharmacy on the first Wall Market screen, exchange for Digestive. Take to the bar where the dress shop Old Man was, give it to the person in the loo to receive the Sexy Cologne.
None of the items in this shop are permanently missable because this location becomes accessible again much later in the game. BUT that's a long way off. At this point, you may want to buy the Mythril Rod and Metal Knuckle, which are the only weapons here you don't have yet.