A must visit trip everytime I am in Cleveland.
If this is your first time, just walk around and check out the various booths. The Cafe has an excellent Walleye Sandwich, Steve's Gyros is great, Czuchraj meats has amazing jerky, the cheese shop is great, pick up some delicious sausages, flavored noodles, etc.
I have never had something bad at the market. Some things I like more than others, but nothing is bad. Also, be prepared for more Eastern Europeans than you have ever seen in one area.