The Municipal market is one of the highlights of a visit to São Paulo. The best way to get there is by taxi. You can also get there by Metro. Get off at São Bento Station, and from there walk downhill along the streets in an easterly direction.
The streets leading to the market are even more interesting than the market itself. On these streets you will see local vendors, shops and, above all people. In the streets' stands you will find almost anything, but nothing worth buying. As always when in crowded places, you do have to watch out for pickpockets.