How is there not 5 stars for the WSM?!
If you're not enjoying yourself here...you're not doing it right.
I go at least twice a month on Saturdays and do the majority of my grocery shopping. You have to go with a game plan. I get really annoyed when there's a million people there so I only go before 9:30am. I also have a plan of what I need and where I'm getting it.
If you're just going to browse and get the whole experience of the market, by all means go in the late morning/early afternoon. Or if you want to get the sales...go at the end of the day. Everything is pretty much picked over by then but whats left is a bargain.
These are my favorite stands.
Irene Dever
All things cheese, pasta salads, eggs, etc
Diane makes great nut butters as well. Get a pound of the cashew butter, it will change your world.
Produce - http://www.thebasketeria.com/
You can order through email and just pick it up. This is awesome if you want to get in and get out.
Smoked Meats - http://www.jandjmeats.com/
I love their chicken sausage. If you go early they have a large variety. My favorite are the Philly Cheesesteak Chicken Sausage and the breakfast chicken sausage.
Poultry - DW Whitaker