I used to enjoy the Madison Farmer's Market every Saturday, especially in the fall (when the Bucky Wagon would make a visit before every home UW football game), but I haven't lived there in years. Worth an autumn weekend escape to MSN if you're from Chicago.

I've recently discovered the Pasadena Saturday market--a great variety of produce in a small space. Same with the Montrose market on Sunday mornings. One drawback: I didn't realize I couldn't take my dogs in the market area--they'll have to stay home next time.