There are a couple of shops selling various Korea/Japanese/Chinese Serials in DVD/CD at Guanghua.
However, I am not sure if they are subtitled-generally it is written on the case if there is any,you have to check:
first of all, i agree with both answerers
i'm in taiwan and i watch dramas on mysoju. not perfect but does the job.
dvds are clearer but i'm not sure you can get english subtitles. would be really crappy english even if they did. and yeah, you can go to guanghua shangchang to buy them. go to the top floor
not sure where u can buy dramas, but there is a website i use called http://www.mysoju.com/, all of the dramas and movies have English subtitles, but im not sure if you'll be able to even get on the site over there.