I LOVE cheese and it's great shopping here because they do too! Olympic Cheese is on the 2nd floor of the market (across from the mustard shop). It's family run and has been around for decades -- apparently it was the 1st cheese shop in St. Lawrence Market. Now, there are several others to choose from, but I still think this one's the best. The staff are super-nice and helpful. If you need any cooking advice or recipe ideas, they will be happy to share some tips! The store is kinda small and gets crowded on saturdays, but no one ever seems too frazzled. I mean, how can you be grumpy or stressed out when you're surrounded by delicious artisan cheeses? They have everything. My personal favourites are their greek feta (which is in a giant barrel at the back of the store) and kefalotiri, a sheep-milk cheese that one of the staff introduced me to.
They also sell stuff to go with your cheese purchases, like crackers, jams, olives, etc.
There is another location in Markham.
If there were cheese olympics, these guys would win:)