I was always a fan of the old Essex Street Market. The new, across Delancey (to the south, obviously), opened several months ago. It’s a splendid recreation, more spacious, better lit, and better organized. It does have a slightly bland, you-could-be-in-any-foodhall-in-any-city-anywhere feel to it, and I do miss the slightly grimy, NYC-specific atmosphere of the old, but I’ll get over it. My favorites above ground in the new place are the same as at the old: Formaggio and Nordic Preserves.
Formaggio is a branch of the famous store in Cambridge, MA, and everything they carry is splendid. They’re well-known enough, that they need no particular boost from me. But Nordic Preserves is one of those underappreciated gems. They carry a wide assortment of smoked fish and, unlike pretty much every other smoked fish purveyor in town (R&D, Barney G, Z, etc.), their stuff is not from Acme. Some of it they even do themselves, as they do their herring and their range of pates.
Flock there, people.