For DVDs/BDs:
In
Rue Neuve you have Fnac and Medimarkt
In
Bd. Maurice Lemonnier, 55 you have Pêle-Mêle (they have another shop in Brussels, but I've never been there:
http://www.pele-mele.be/plan.php) - second hand shop with tons of books but they have a section for DVDs and they have a couple of BDs too.
In that street and in the other parallel to that one,
Rue du Midi, you'll find a lot of second-hand shops (CDs, LPs, DVDs, comics, etc etc).
At the end of that street you'll find the Midi train station. I've never been there so I'm not really sure if it's safe or not (there's not a lot to see anyway).
If you're into beer, etc you have to go to Delirium cafe!! They're in the guiness book for having more than 3000 beers available and it's not far from Grand Place.
You also have to eat waffles, chocolate and french fries. You'll find these everywhere you'll go

You'll find a lot of small shops who sell handmade chocolate, could be interesting too
If you want to have a nice view over the city go the "Palais de Justice" (Law Courts of Brussels).
The Royal Palace is very beautiful too
If you're into architecture the European Parliament and European Commission could also be nice to see

Of course... you also have to go the Parc du Cinquantenaire near the European Commission!
Let me know if you have more questions, I probably forgot a lot of things, but check Tripadvisor too
