Of all the cheese stalls in West Side Market, I ended up buying the bocconcini mozzarella for our caprese salad from The Cheese Shop. Their selection is great - cow's milk, sheep's milk, soft, semi-soft, hard, etc. and prices are fair. The people in this stall are very friendly and knowledgable about their cheeses. Don't be afraid to ask for a recommendation - they're definitely on the ball here.