If you need to purchase Electronics in Cabo, there are a few options for you to explore. Depending on what you need, it will probably be easiest to find electronics at one of the various large retail, grocery, or wholesale department stores around the region.
If you are in Cabo San Lucas, you can visit the City Club, and they have a good selection of electronics. City Club requires a membership to shop, just like Sams Club and Costco, but you can purchase a day pass to enter.
You will also find a Walmart and a Sams Club in the Plaza San Lucas. For smaller more specific electronic needs, there is a Radio Shack nearby the Walmart.
North of Cabo San Lucas, you can find a Centro Comercial Californiano grocery store, which has some electronics and TVs. There is a CostCo east of San Jose, and a Mega Store grocery store in San Jose del Cabo, near the toll road.
Across from the Mega Store you can also find a Max electronics. The store is similar to an office Max in the states, but smaller with a smaller inventory.
Your best bet is to call one of these locations before you go, and verify that they might have what you are looking for. If you are staying at a hotel, you can have an employee there do it for you.