I love the West Side Market, I honestly do!! Last time I waited for one (actually two) of Steve's Gyro while the others in my group wondered off and got a Crepe at Crepes de Luxe. We met upstairs and enjoyed every last bit of our meal before heading out in the trenches to look and barter for our ingredients to be cooked later on in the night.
Obviously the places I love are listed above but other items I always pick up because the quality or prices are much better at the Market rather then a Grocery store are the following:
1) Thick-cut Bacon
2) Sausage / Reg and Breakfast
3) Ohio City Pasta - Yumm!!
4) Specialty Bread
5) Specialty cuts of Meat (usually lamb)
6) Deserts
7) Any and all fruits and veggies, not to mention fresh herbs!!
But don't limit yourself to just these items cause I bothered to do the comparison, there is more then you can imagine here. Spend the time to map out your route and see all the stands. Talk to some of the people working, they usually will give you better deals then advertised. Two hints to live by:
1) BRING A COOLER (I always forget for some reason)
2) Go towards the latter of their open hours. A lot of stands are looking to get rid of whats left. Keep in mind though, some places will be closed, just plan accordingly.