The West Side Market is so awesome! It's a great place to wander around for an hour or two and have a snack or lunch and pick up some groceries. There are some prepared foods but it's mostly produce, meats and pastries. Here are some of my favorite stands: Crepes De Luxe is awesome and so is the little coffee stand next to it. I also love the empanadas from Orale and the pita chips from Judy's Oasis. If you like bratwurst, you must try the bratwurst and sauerkraut sandwich at Frank's. For fish, got to Kate's. Heed my advice and plan ahead to pay in cash - it's just easier. Also, a warning: In the fruit & vegetable arcade, check the quality of the produce in your bag before you leave because some of the stands try to offload bruised stuff.