There will generally be a Pokémon Mart in every Town/Village/City in the Pokémon videogames. They are also seen in the anime. There is a shop clerk at every Mart, and people lookin around stalls to talk to, who will give the player advice on items. Marts usually have blue roofs.
Poké Marts were first seen in the first generation of Pokémon games. As the game progressed thorugh the different towns and cities of Kanto, better merchandise would be stocked in the stores.
This trend would continue until Generation IV. From here onward, the merchandise sold in a Poké Mart would depend on the number of Gym Badges that had been won--the more Gym Badges won, the better the merchandise.
Poké Marts are found inside of Pokémon Centers in Generation V.