Mmmm, fresh veggies.
Here in Shanghai, residents have the choice of shopping for produce -- and often meat, fish, and tofu -- at a supermarket (and a variety of supermarkets, at that), or the traditional way, at a wet market.

The wet market is so named because, well, it's wet. The floors are usually getting hosed down, or fish are sloshing water out of their pans, etc. Let's just say it's not somewhere you would want to wear your good clothes. A dry market, by contrast, er... well, I suppose a supermarket would count. Or it might be somewhere that sells grains and spices, but "dry market" isn't really commonly used. It's all about the wet market.
This is one of the larger wet markets near downtown Shanghai -- there's a whole 'nother double-sided aisle running parallel, where all kinds of meat pieces, products, and the like are for sale. Wet markets, by the way, are not for the faint of stomach; if you don't like thinking of what you eat as having been alive or having a face... well, in that case, you wouldn't be Chinese.
You could, however, still focus on the farmer's market aspects -- fresh, pretty local (I would bet that most items qualify for a 100-, if not 50-, mile diet), independent vendors. I hold out hope that the wet market tradition will persevere in the face of development, if only because they're still relatively popular in ultra-developed Hong Kong and Singapore (although supermarkets have definitely risen in the latter over the last decade), but with the big names -- chains like Carrefour, Tesco, Krispy Kreme, and Baskin Robbins, not to mention the fast food and restaurant places already here -- moving in apace, part of me worries that China will sacrifice a little too much in its race to catch the West, and won't be able to go back.