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On each end of the market is Greenwich Produce, where you can pick up fruit and vegetables. They are expensive but necessary if you're trying to do one-stop shopping. We moved on to the specialty foods...

...like Murray's Cheese. Our love of Murray's is well documented on this site, but we are always impressed with the depth of knowledge of their staff. Yes, we were getting special treatment, but Gizella Otterson, an assistant manager there, was great at steering us to lesser-known cheeses, stopping short of telling us what color eyes the cheese maker had.

It was interesting to hear customers ask for Brie, Manchego, Brie, Manchego while we were standing there. When we asked for an alternative to Manchego, Gizella recommended Ombra, from Catalonia, which we loved. We also enjoyed the Clothbound Cheddar from Cabot Creamery (a great snacking cheese, if you're heading for Metro North) and Meadow Creek Grayson, an American take on a gooey Taleggio, that Gizella said "might get you looks on the subway, because it's a little stinky, but you'll get your own seat."

Next up was Murray's Real Salami, a separate vendor selling all manner of smoked and cured meats. They vacuum pack a lot of the meats right there, so you can grab a snack (there are even sandwich packs, with cheese included). And when we pointed out the links of boudin, a Cajun sausage that's not exactly the easiest thing to find in New York, Aaron Collins, the specialist helping us, noted that the market is close to the UN. Foreign customers keep boudin on the shelves, apparently.

We've said before how a little bit of good meat can go a long way. We think this Nueske's slab bacon from Wisconsin is worth every penny. We ate one very thin slice raw (which Aaron does not recommend for regular consumption) and could have easily kept going. It is intensely smoky and delicious.

Then there's Penzeys, which we've blogged about many times before. They have everything, from basic herbs to spice blends made for specific cuts of meat. There are small jars and big bags, and it's all reasonably priced. We also got a good tip from the salesperson: With the blends that include salt in the mix, you can tell they're past their prime if all you taste salt. That means the rest of the flavorings have expired.

Our last stop was at Pescatore, a seafood shop that also sells wholesale to restaurants around the city. We asked Jerry Bocchino, one of the owners, for some good deals. After all, buying protein at a place like Grand Central Market can feel pricey. He pointed us to a fish we weren't familiar with: Hake, which is a relative to Cod but less expensive.

Pescatore also has deals every day of the week. On Tuesday, when we were there, you could buy one pound of salmon and get a 1/2 pound free. Salmon burgers were buy 2, get 2 free. Jerry also said sardines are big sellers; they're relatively cheap and pack a lot of flavor.

There are many more vendors, including bread and meat shops, but many focus on prepared food by-the-pound. To see the whole list of shops, go to the website:

• Grand Central Market

We do know this place becomes a zoo around rush hour, but if you're in the neighborhood (or passing through), it's worth a stop. Some of this stuff can only be found at a few places in New York.

Who else shops at the Grand Central Market? What are your favorite finds?

Related: Do's and Don'ts: Eating on Public Transit

(Images: Elizabeth Passarella)