There are loads of food markets all over the city, but my personal favourite has to be Borough Market, an unmissable destination for lovers of food. The market has everything from gluten free cakes to cured meats and fine cheeses all packed into a bustling square.
Take a big bag and don't eat beforehand, especially if you go before breakfast as they do excellent bacon sandwiches with the most delicious smoked bacon.
The market is open 11am-5pm Thursday, 12pm-6pm Friday and 8am-5pm on Saturday. I would recommend getting there between 8am and 9am on Saturday before the weekend market seekers tend to arrive at 10amish. The market does get extremely busy so getting in and getting out without the crowds, if you are happy to get up at an early hour, is worth it. It can get a bit confusing with so many stalls looking the same so take a look at the venue map before you go.
If you don't fancy walking along with a bacon sandwich, head to Roast where you can have a sit down breakfast and rest your feet after all your food shopping.
The closet tube / over ground rail is London Bridge.
This one is open just on a Sunday morning between 10am and 2pm. Again best to get here when it opens as there are many yummy mummies who like to come to this one and get their weekly shopping done early. However, this one is also good for lunch time as they have a brilliant whole hog roast stall where you can get a hog roast sandwich.
Marylebone Farmers' Market is in Cramer St car park, off Marylebone High St, W1 and the nearest tube is Bond Street or Baker Street.
Finally, another favourite of mine is Berwick Street Market which lies between seedy Soho strip joints at one end and elegant restaurant Yauatcha at the other. Slightly less middle class than Marylebone market and much smaller than the huge and popular Borough market, it is however one of the oldest in London, going back as far as 1778.
This market is great for fruit and veg and you can pick it up a lot cheaper than at Borough market.
The address for this one is, Berwick Street Market, Soho, West End, London W1F 8ST and the nearest tube stations are either Leicester Square, Oxford Circus and Tottenham Court Road, depending on where you are coming from.
Forget Borough Market (even if it is one of my all-time favourites) and peg Old Spitalfields Market as tops instead. Not only can you grab an awesome falafel there (think Pilpel) and wash it down with a Spider Lemonade (lemonade with ice cream - creamy yet unbelievably light and airy), but Old Spitalfields is near a barrage of other foods as well. Walk over to the Sunday UpMarket and grab a Japanese okonomiyaki, or exit the Sunday Up Market and walk down Brick Lane to continue your food hunt. Special highlights down Brick Lane would be Big Apple Hot Dogs, The Rib Man and his 'Holy Fuck' sauce, array of tantalizing cupcakes (can you spot the Kinder Bueno cheesecake?) and bagels at only 1.50 quid. Plus all that walking around would help you aid in burning of some of those ingested calories...go on, believe that, you deserve it!