If you enjoyed your stay in Kenya and you feel you have a good reason to take some of the Kenyan memories back home with you, then you will not miss something that is typically Kenyan to show off to your friends back at home. You can get some beautiful Kenyan fabrics and batiks, the world's top coffee which is the Kenyan coffee, modern and traditional art, artefacts, carvings, precious stones and gems and several other interesting stuff that you can get in the local Kenyan markets. You can get good souvenirs in the hotel and lodges' gift and curio shops and even in the camps and the international airports in Kenya but if you are willing to take a step further and you have the bargaining power, get to the markets.
Bargaining is the norm in the market. Done politely because the initial price is normally high and bargaining is expected. You could even spend an hour (if you want) till you reach an agreeable price. Do not be unreasonable in your bargaining but if all else fails, ask for their final price. Visit the rotating Masai market in Nairobi where on Sunday, it is at the car park outside Yaya Shopping Centre in Hurlingham, on Tuesdays, on the upper floor of the Westgate Shopping Centre car park in Westlands, Fridays, upper car park of Village Market, Saturdays, at the High Court Car Park in the City Centre.