We have a decent farmers market here every Saturday morning year round. It is in Waverly. Basically on the corners of 33rd street and Barclay. Here is the link
http://www.32ndstreetmarket.org/ I do most of my veggie shopping here. Can also get good coffee from Zeke's, breads and sweets from Atwaters, roasted, salted or spiced nuts. It is much better in warmer weather, but even in the cold you can get all that you need.