Irene Dever's Dairy is a long-time staple of the West Side Market. The quality is always high and it's one of the few places that you can find fresh, dry cottage cheese -- used to make homemade pierogi.
If you're too lazy to make your own pierogi, they also sell bags of pierogi for under 7 bucks (I suspect that they are made by St. Josephat Church in Parma) that are absolutely delicious and WAAAY better than the terrible pierogi place in the West Side Market with the huge crimp and too thick dough.
Irene's selection of yogurts (mostly fruit), cheeses and various nibbles (stuffed peppers are awesome) is always excellent !
Prices are solid - a bit more than you'd pay at a grocery store or Marc's, but with a huge return on better taste.