Hello,
Unfortunatly I don't really remember any stores that sell Leica lenses in Budapest. Have to admit though that I don't visit the most expensive modern chain store type of camera stores.
Russian lenses and camera equipment are to be found in Budapest. There are two second hand stores near by Deak Square. Other one going north Bajcsy-Zsilinzsky street after the Bazilika, but the better one is on Attila Jozsef street (by the way, Jozsef was a truly great communist poet from the 20s and 30s check him out if you have a chance). A third one used to be just around Kalvin Square but I'm not sure about it's level of equipment or even existence nowadays.
Don't expect too much from the second hand stores, even though good things can be found in the store on Jozsef steet though. There are also regular sellers on flea markets (and internet), try talking to them to to locate it if you need something in particular.
Also check out Mai Mano haz (Nagymezö utca), usually the most top level and interesting exhibitions in the city and an okay library upstairs and a bookstore downstairs.
I believe though that photographywize in Budapest a better thing to do than to spend some euros is to spend some time in some of iBudapests many interesting neigbourhoods and shoot.