The U district market has a little of everything...veggies, flowers, veggies, cheese, seafood, beef, pastries, nuts, berries, seedlings, and honey. It's a friendly and easy-to-get to market, with well-loved vendors who've been there for years.
Taylor Shellfish for fresh oysters and clams. They occasionally have geoducks and even rare olympica oysters. Also try their pre-made Oyster Stew Mix...good for instant oyster stew and great tossed with warm pasta and butter.
Papa George Albacore. Best smoked alabacore in town! Garlic pepper is my favorite. Get a piece with belly meat for the most flavor.
Port Madison Farm--best chevre I've ever had in my life. Really. They sell it in local grocery stores for a $2 markup, but it's at it's freshest and cheapest directly from the owner in this market.
Peggi's organica. Peggi makes some strange, dense, indestructible loaves of organic bread. Surprisingly, they're really really good and they keep for a week on the counter. DEFINITELY try any pastries she's made, especially the lemon bars.
La Pazanella Bakery. Get one of their tomato-topped "pizettes" and see if you can keep from eating the entire thing in one sitting. It's a perfect appetizer for any meal. Their rosemary crackers are fabulous (and cheaper here than in Whole Foods.)
So much good stuff. Enjoy!