Farmer's markets are the best way to support local, sustainable agriculture. Farming is very hard work. For that one pepper that you buy in August, there is a farmer planting a seed in a greenhouse in March. He or she is nurturing that seed bed until a little green pops up - watering whenever the soil dries out (can be 2-3x a day depending upon the weather). Then, they transplant it carefully into a bigger seed bed, with fresh soil, fertilizer (organic or otherwise) and some type of mold prevention. That tray is then watered for about a month, until the plant is just about too large to fit in the tray, and the danger of frost is gone.
From there, the farmer will have tilled the soil and created a bed - some use plastic, some use mounds, but whatever the method, they work the soil so it's ready to accept that little plant that they have nurtured along until now.
I have helped my friend Sue at Pine Hill Farm to seed, water, transplant seedlings, lay plastic and transplant into the ground. Let me tell you - a tremendous amount of work goes into getting your food from seed to ground.
Then the real work begins, they lay drip tape along the fields, and make sure to water several times a day, every day. They weed constantly, to keep the plants from getting strangled out - this is back breaking work. They nurture the plants along until they begin to bear fruit/vegetables.
One frost, all that work is gone. Too cold, the plants don't thrive. Too hot, they scorch. Farmers have to fend off all manner of critters, like deer, rabbits, groundhogs, birds, and so many others.
Months later, when the food is ready, they go out to harvest. Picking is also back-breaking work. It requires enough skill to know when to pluck and when to leave them on the vine.
So, by the time the produce makes it to market, and see that this produce is a little more expensive, you know why. Someone has put months of back breaking labor into growing you a perfect, delicious tomato or pepper. There aren't giant machines doing all the work in an environment that has been sprayed with so many chemicals that you need a mask to walk through the fields. There aren't massive government subsidies going to small independent farmers (certainly not at the scale that agribusiness receives).
When you see how your food is grown, you know what you want to eat - and what you don't. The same is true of locally made cheeses, eggs (see my egg blog for more), beef, bison, chicken, ostrich, and goat (all available at my local farmer's market).
Different regions have different types of specialities too. We are fortunate enough to have an unbelievably delicious local maple syrup called Breezie Maples Farm. We often have a range of local bee keepers that make and sell raw honey. Raw honey is incredibly good for you. If you take a spoonful of local raw honey every day in the spring, it will lessen your seasonal allergies because you will build up an immunity to the pollens in the area. When honey is heated, all of it's goodness is gone and you are left with a sweet syrup.
What's more, when you buy local, from your local farmer's market, you are supporting local, independent businesses - people - not corporations.
Most major cities these days have at least one market, and if you live in a rural area, you likely live near farmers of some sort or another. So, visit your local market!