Your right. For a country with such a large car culture, its very slim pickings.

Here's a performance shop that has some Edelbrock, K&N, etc: GPS 25.317533,51.497508
Its quite pricy though.

I call this the car souq. There's tons of aftermarket car accessory shops on this street: GPS 25.279189,51.543193

For OEM replacement parts, check out the industrial area: GPS 25.213949,51.43635

I'm selling some oil filters, if you're interested:
http://www.qatarliving.com/node/7501911

What kind of car do you have or what are you looking for?

Good luck.