Hands down, the best deli sandwich in all of Pittsburgh. Whatever you get, get it on the white bread. It's Mancini's so of course it's delicious. Fresh ingredients carved right in front of you. Although one of the reviews says that the sandwiches have gotten smaller, we always leave feeling stuffed and satisfied but always wishing we had room (and money) to order another one. It is pricey, but it's so worth it. The side of pasta/fruit/potato salad could be a little bigger... we usually end up ordering a separate container of one of their other pasta salads in addition to our sandwiches.
The market is okay but is pretty small and probably pricey as well (we never got groceries here). Go to the Strip District if you want to get fresh meats, cheeses, produce, or any other type of non-commercial grocery item at a steal. (The samples in the strip are a definite perk too!)