1) Yes. Boai Street. About 10 mins walk from Xi Men Ding (from XMD MRT walk North towards MOS Burger, Cross the huge main road towards Just Sleep Hotel and you can see shops selling AV stuffs, then the camera street is around Bo Ai / Boai street intersection.
2) Some/Most stuffs cheaper as compare to SG depend on what la.
Memory card SG cheaper... comparing to their so call Sim Lim Square also.
Gitto rocket blower dirt cheap $8.
Hoya HD filter much cheaper.
Lense cheaper by $150+/- base on UWA Tokina, Tamron, Canon.
3) Remember to check the front of the shop for Tax Refund 5%. You MUST apply for tax refund at the shop only and claim $ from airport. > NT$3,000 hor =)