I think you may find very good prices for the glasses in Gran Canaria and can buy more cheaply in Mexico, parallel to the first of May Street, one block down and one to the shore there is a shopping street is likely to lower the price marked, usually do.?Remember that 80% of international shipping passing through the port, there are many shops of foreign things, India, Itelia, France, etc..?tourists spend much money on these islands, but electrical appliances and accessories are cheap.
Maybe they will cost you more. I think you'd better bring a pair of sunglasses with you. A pair of good sunglasses can block UV rays from the sun and protect your eyes during your journey. If you buy a pair of cheap sunglasses in that city, you can't provide your eyes with safe protection. Hope you can consider this.
Usually the local people will charge high if he or she knew that you are a foreigner. So I think it is impossible to buy a pair of sunglasses in Canary with less money. But you can buy a pair of good sunglasses in specialty stores. Usually the stuffs sold in these stores will not allow for a bargain. And the seller will treat you as the same with the local people. But the price can't be expected because different location set the price according to the living standard of this area. So you'd better compare the living standard of Canary with your own country first. Good luck!
You can place an order online. And give the address of the hotel that you are going to live in in Canary. But you may need to account the date. If the online store can't promise you that the package can be delivered on time, you may need to change the way of purchasing them. But I still think you should bring a pair of sunglasses with you. They are not very heavy. If you can't find a pair of satisfied sunglasses in Canary or if the stores are far away from your hotel, you won't want to waste your time just for a pair of sunglasses.