I've never been to a farmer's market, although there is one once a month at our local market place, and they do from time to time sell Italian foods there. I used to go to a local farm to buy produce, but this was mainly confined to sacks of vegetables, far too large a quantity for us (5) unless it was something that kept well. The farm shop used to sell very fresh eggs and you could also order meat from their cattle (although they could not sell it in the shop - no fridges), but they used to make most of their money from selling animal food, straw and hay, and some pet food. Their own vegetables used to go to shops in the West End of London rather than be sold locally (hence the sacks!). There are a couple of meat and poultry farms about 3 miles away which do sell their own meat and poultry but I've yet to investigate these, mainly because of the limited days and hours their shops are open.
I do, however, get most of my food shopping from an organic supplier (Riverford - a collection of farms and part of a co-operative, including some farms abroad). I find their food is a lot fresher and keeps longer than that which is sold in my local supermarket (Tesco). Their prices are usually (but not always) a bit higher than Tesco charge for the same organic produce (when they have it), but the cost of food in their pre-packed boxes is not a lot different overall. Plus, of course, they also sell foods which the supermarket does not (wild garlic springs to mind immediatelt). Also, if I do have any problems with anything in the delivery, a quick phone call sorts it, which is much better than a four bus journey or braving horrendous traffic jams in the car due to a three trunk road, two main road intersection within sniffing distance of my house, and a motorway literally just up the road, to take stuff back to the supermarket, which I would add is so close as the crow flies when it was first built, we could see into the staff restaurant from our house!
I get most of my milk from them too (they are cheaper than the milkman). The only supermarket in the area which sells the milk I buy (unhomogenised - I can't tolerate homogenised milk and cannot have UHT etc) is Waitrose, which is a ten-mile round trip (or a horrendous four+ bus journey there and back). Waitrose milk is 81.5 pence per litre [whereas I pay £1.10 per litre delivered (or 95 pence a pint from the milkman - but they have to recoup their delivery charges somehow)], but as far as I am concerned, the cost of petrol or the time waiting for and catching four buses (fares are free), just make it not worthwhile.
I've also noticed where some of the so-called fresh food they sell in supermarkets actually comes from. There is very little in Tesco that actually comes from anywhere I would call local (someone once remarked on another site, why is it that nearly all the fresh UK veg he buys from the supermarket comes from Essex when he lives in Lincolnshire and can see field upon field of veg from his window. I replied that I live in Essex and most of the fresh UK veg in my local supermarket comes from Lincolnshire - doesn't make sense.), and lot of the so-called fresh food they sell which would normally be associated with the UK or Europe actually comes from as far afield as Africa or India.
Nope, fresh, good-tasting food is my priority, even if it does cost a few pennies more, and more to the point I know, or can certainly easily find out, where it comes from.