You can get slimfast in Mega Mart at the Center, but at the moment they are runnign low on supplies. You can ask them when they will get new stuff, Optima powder is about 50-60 QR a can, and readymades can be about 20-22 per shake. They have 100 calorie bars and some meal replacements as well.

I have also found it in the Family Food Center on Al Nasser street, in with the organic and sugar free foods.