In Brussels in my experience the cheapest for most films seems to be "ali photo" in the Rue Du Midi. There are two photo shops as you go down that street, right next to each other, it's the first one going south. If they dont have what you need the shop next door might, the prices are more or less the same, i seem to remember triX was cheaper in the first, and the people who work in the second are complete pricks unless you're buying a Leica MP.
There's also a shop called Campion in the Chaussée d'Ixelles, probably the biggest photo shop in Brussels and they have a lot of (very overpriced) second-hand gear, actually its a separate shop across the street for the second hand stuff. Anyway they have a good selection of films.
Third option: a shop in the next street south of the "place St Catherine", cant remember the name of the street but the shop is called Photo Guy, they have a good stock of film, including some hard to find stuff like agfa Scala, but the prices are a little high.
If you need any more info let me know, I live in Brussels and I've been around most photography shops here 🙂
edit: by the way "Photo Guy" is closed on saturdays, at least in the afternoon, might be open in the morning I can't remember 🙂