Lexington market is a real treat to go to. Make sure you bring cash, as most merchants here do not take credit/debit cards. You'll find all kinds of produce, fresh fish and meats, and prepared foods. The prices are excellent - it is easy to get a great meal for under $5. The sheer number of stalls can be overwhelming, so take some time to wander around and look at all the choices - something is bound to make your mouth water. Take your meal upstairs, where there are tons of tables to sit down at. In the past, Lexington Market had something of a crime problem, but they've done a lot to clean it up, and it is a pretty safe place to go. I've eaten there many many times and have never felt unsafe.