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La Galeria in Cali is exactly the kind of market I like: friendly produce and herb vendors, unfussy stalls selling fresh juices and rellena (blood sausage made with rice, peas and spices)...
... with a side of boiled yucca, and corner shops filled with stacks of traditional black clay cooking vessels (which I was pleasantly surprised to see mentioned in this list by Bon Appetit of culinary tools to bring back from vacation, although the $50 quoted in the article is about 5 times more than what you´ll pay at La Galeria).
There are vendors who specialize in coconut and coconut-based products like cocadas (flat macaroon-like sweets) and coconut water, and they will open and grate your coconut for you gratis, something I highly recommend. If you have ever tried to pry open and then grate a coconut at home, I don´t have to tell you that it is a very large pain in the trasero to do it yourself. But that´s not your fault, you don´t have a special coconut grinder at your disposal, nor years of experience to know exactly where to strike the coconut so it begins to split evenly in half, allowing the water to be neatly collected for your mid-shopping refreshment.
Surrounding the main large semi-covered market are bulk grain sellers, dairy shops and butchers who are more than happy to share with you their family recipe for whatever cut of meat you might want. La Galeria is also where the specialty baking and import food shops are located-- there´s even one that sells wild rice, sesame oil and other decidedly non-local ingredients.
One thing to know about shopping at markets in Colombia is that bargaining is completely normal, as is requesting la ñapa, the “bonus”, which means that if you ask for a kilo of potatoes, it's perfectly acceptable to ask the seller to add one or two more, without charging you extra. La ñapa works for street food as well: when buying a glass of juice from a vendor, once they are finished drinking many people will ask, ¿hay ñapa? wondering if they can have just a bit more before they are on their way. Sometimes the vendors say no, sometimes they happily oblige, and either way no one gets offended. About a million times better than a supermarket, don´t you think?