Sadly Andorra is no longer tax free - there's been a sales tax of 4% for a few years but this year they have changed it to a VAT style tax which is currently 4.5%.

With regards to getting accessories, you can wait until you arrive although if you're buying quite a few bits I'd recommend buying before arrival just so you know you have everything needed and don't waste time when you've arrived. Here in Soldeu you'll generally find branded products as opposed to cheap gear, so it depends what you're looking for.