I love exploring the markets in São Paulo. There are many, some big and some small, but my latest discovery is the big one on Sundays in Praça da República in the center of the city, very close to the famous Italian and Copan buildings.
This lively market takes place around one of the city's historic buildings. Artisans sell their work, and there's a nice selection of handicrafts, jewelry, and other typically Brazilian goods for sale. There is a large food area with tables, live music, and vendors selling traditional Brazilian street food, including the specialties of Bahia.
If you take the subway, get off at the Republica station. The market takes place during the first half of the day on Sundays.