Not too much. Stock up in Pakse or if you forgot something look around in Nakasang before boarding the boat to the islands. that is your last chance for forgotten items.There are some items for purchase on the islands, including sunscreen and other items. Don Det also has small markets with other items.
Many travel agents and drivers will tell you there are no ATMs on Si Phan Don and that exchanging money on the islands will only be possible at a very poor rate. This is not true, and is more often than not an attempt to scam you out of money by offering a 'better' rate from them. There is an ATM in Nakasang about 100m up the road from where the boats leave for Don Det. There is also an ATM on Don Khong (photo below). Money can be exchanged at a decent rate on both Don Det (near spot) and Don Khong.