Traditional shopping for bargains
You may be lucky enough to have an indoor market in your nearest town, these are often very good hunting grounds for bargains, the quality is usually excellent and the stall holders will generally put themselves out to keep you coming back to them. Being able to choose from 6 or 7 butchers and greengrocers all under one roof is a great shopping experience.
An open air market is always a good resource for wholesome, healthy fresh produce and locally manufactured food such as bread and other baked goods. You can take a stroll in the fresh air, examine the food closely and often talk with the person that produced it. There are often impromptu offers such as a mixed bag of fruit for a couple of pounds etc which make it worthwhile to walk around with your eyes and ears open.
Farmers markets are sometimes in a fixed location so you can call in any time but are often 'roaming' markets held on a weekly or fortnightly basis. The selling is very direct, you are usually buying the food from the person that grew it, baked it, jammed it or stewed it.
The money saving trick with both of these markets is to not be in a rush to get there early. If you can leave it until it's almost time for the sellers to pack up for the day you can often nab a bargain as the less that they have to load back into the van the happier the seller will be. Maybe a bit of gentle haggling will increase the savings too.