Held in a covered (but open-sided) square in the centre of town, this market is a lively place to browse for fresh fruits, vegetables, cheeses, olives and other good picnic fare. On the first Sunday of the month except for August, you can catch the cercantico (flea market) with all manner of treasure/trash from the past.
If you're pinching pennies, look for the vendor selling €5 roast chicken and chips dinners in the southeast end.