Perhaps the biggest cheese shop in SLM, Chris cheese mongers is affiliated with Alex Farms at the back of the market. They have an excellent selection of cheese here from generic standbys such as cheddar and gouda to boutique cheeses from quebec, ontario and europe.
What I like about em is that they offer good customer service compared to their Alex Farms counterparts. For one you don't feel rushed as much. The guys here are always friendly, handing out samples and offering tips on what to pair cheese with. Believe me, I got an earful from one fella when I bought some buffalo mozzarella once, he gave me some tips on a caprese salad. How cute! It's also very helpful that the display cases have descriptions of the various cheeses with notes on the region, taste and pairings. Makes selecting a cheese more fun.