Tucked away in the centre of SP but one of the great food markets of the world (IMHO) in a railway-station like building dating from 1928 - best place to buy fish/meat/cheese/fruit/spices - anything edible in SP (NB if you're going to buy fish like tuna/salmon, look for the Japanese owners and ask for sashimi quality)
Has also undergone a pleasing renovation with a glass-floored balcony section that allows you to admire the stained-glass windows or watch the commotion below while eating the famous pasteis de bacalhau - a fried A4 size pasty full of shredded salt cod, or sandwiches with gravity defying amounts of ham/salami/mortadella/cheese, etc. Not very good on veg, but there is a more conventional market across the road which sells live animals.
Rua da Cantareira - Metro São Bento (turn right and go down the hill to 25 de Março, then turn left).
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