I love the Christmas Market. It really gets me in the spirit.
The vendors are expensive and many only take cash. I don't find many of them to be worth buying, but that being said, they are all Christmas related.
The food is tasty, and designed to keep you warm!
Since it's in the distillery district (a great backdrop by the way), you can pop into a bar/restaurant for a drink or check out one of the galleries.
It's always just a nice thing to do during the holidays, free to walk around and can be as expensive or inexpensive as you want!
Weekends are naturally busier so I usually like going during the week, but even then it can get really crowded.m I missed it last year, but am looking forward to this year.