1. Produce is fresher, more varied and cheaper than at the local supermarkets, so I suggest shopping only at Chelsea Market for seasonal vegetables and fruits (be sure you bring cash as they do not take card). Check out this cool dairy shop with crates stacked one on top of the other that line the shop's walls.
2. The fish and seafood selection is fantastic, and it saves you making the trip downtown to Fulton Street Fish Market before dawn even breaks (not to mention the fishy stench that sticks to your skin). Employees dressed in white lab coats go about their business while you oggle at the sablefish and tilapia. You can even buy pre-marinated seafood or fish for days when you're feeling lazy. It's an organized laboratory for pescetarians.
You can also find pre-made soups, stocks and other food stuff that come from the coast and upstate areas. It's all about supporting the local fishermen. Shrimps are making a comeback in the Gulf, but it seems Oysters are having a hard time recovering from the BP oil spills. We can only expect prices to go up in the coming months. Alternative aphrodisiacs that won't dent your bank account include asparagus (whites are in season at incredibly low prices in the market's produce section), honey and bananas.
3. You can purchase a whole cow or pig as a gift card (if I remember correctly, it's $150 and $100 respectively) at Dickson's Meats Farmstand and redeem a different part of your cow or pig every time you come in. I plan to give it to a friend of mine who has a carnivorous appetite for red meat. I picked up just under a pound of Italian pancetta for $14.16, which I reckon is a pretty good deal.
Check out this cleaver of a door handle, the blade is the perfect size for your hand to grip and pull the door open.
I plan on doing most of my shopping here this coming weekend.