Every day of the week there are several markets all around Provence. The biggest difficulty is in finding the right one for that day. Each market has its own character and atmosphere, whether it's large or small. Markets are also great places for gathering up the picnic supplies needed for a delicious lunch before taking off on other adventures in the region. Here is my very biased list of the best markets to visit by the day of the week.
Saintes-Maries-de-la-Mer is on the coast of the region called the Camargue, and is a good starting point for touring this unique and beautiful area. The small town reminds me a bit of a coastal resort town in southern Florida. It has lots of rather tacky souvenir shops, small cute hotels, touristy restaurants and sandwich stands. There's nothing wrong with that though: it makes me feel right at home.
The market is held on the Place du Marché (where else?) and is fairly small and manageable, making it a nice introduction to the Provence market life. Half of the stalls sell food. The other half sell clothes, bags, leather goods and such. Some local items to look for are Camargue rice and salt - though admittedly you can get these items elsewhere too, especially the salt.
The main thing to do here is to load up on picnic supplies (buy your drinks at the Casino supermarket), and then take off to explore the nature reserves, the salt flats, and the uncrowded and unpretentious beaches on the sparkling Mediterranean.
Other nice markets on Monday: Cavaillon (though watch out, the traffic there is really bad and the spaghetti-like streets are confusing to navigate by car).
If I were to buy a house in Provence, it would be somewhere in or near the Drôme Provençal, in the northern part of the region. It's an area with the most variety in the landscape - vineyards, olive groves, apricot and almond orchards, and rolling fields of lavender.
Grignan is a charming small town on a hill that is topped by an 18th century chateau made famous because it was where the daughter of Madame de Sévigné  lived. The famous lady of letters herself stayed at the chateau frequently. The Grignan market is quite small - except for the high season, it's only on one street shaded by large trees. But that means it's quite uncrowded so you can take your time looking at everything and listening to the sales patter of the vendors, without being jostled by the shopping basket of some determined old lady. The quality of the products is just as good at a larger market, and you can purchase everything you need. (Look for the lady who sells homemade preserves - they are delicious!) In July and August, the market expands to accommodate a very high quality artisanat (handcrafts) market on the main street up the hill.
After the market, you can climb up to visit the chateau - the view of the surrounding countryside from the terrace is breathtaking. There are also many charming little shops in the village, and plenty of cafés, salon de thés, and little restaurants to explore.
Other nice markets on Tuesday: Vaison-la-Romaine (a much bigger market than Grignan, so take your pick), Sarrians, Gordes, Aubagne, Tarascon
If you want to visit a full-on lively market that has everything you could possibly want, St. Rémy-de-Provence is a good choice. This dignified town in the Bouche-du-Rhône region is most famous for being the place where the Vincent Van Gogh recouperated after his bout of madness (when he cut off part of his ear) following a fight with his friend Paul Gauguin. The market fills the three-shaded streets and squares; produce, meats, cheeses, spices and herbs, soaps and perfumes, Provençal fabrics and gift items, honeys and wines and preserves, olives and oils...anything you want can be bought here.
If I have any complaints about St. Rémy is that it's that it's rather touristy, and the number of stalls selling the handcrafts that I love are a bit lower than at some other places. Since it is so popular, parking can be a problem. However it's still a terrific market. There are also many stores worth visiting in this town too, plus many historical places to visit in town and in the surrounding area.
Afterwards, if you held off on buying olive oil at the market, there are many olive oil producers in the surrounding area. Head south to the area called the Alpilles, and look for signs saying Huile d'Olive.
Other nice markets on Wednesday: Valréas, Sault
If I had to pick just one marché out of all the ones I have been to (though thank goodness I don't have to), it would be Nyons. Nyons, like Grignan, is in my favorite region of Provence, the Drôme Provençal. The small town is surrounded by vineyards, olive groves and apricot orchards - the road from Grignan via Valréas to Nyons is one of my favorites for the beauty and variety of the landscape.
On market day, most of the streets in the town center are filled up with all kinds of stalls; you can buy everything from beautiful handmade pottery to flowers to used CDs to African art - and of course, just about every kind of food you can think of. The Nyons olive, a small variety that is cured when it's ripe and black called tanche, was the first to receive an appellation controlée (meaning that it can be sold with the place name on its label), so it's not surprising that stalls selling olive-related items are plentiful here: cured olives, tapenade, and olive oil. (Contrary to my normal policy of not buying oil at the markets, I do buy the Nyons oil here, and it's terrific.)
It's hard to say why I like Nyons so much, but I think it's a combination of factors: the shaded, easy to navigate stall paths, the mostly relaxed and friendly vendors, the large number of stalls selling handcrafts, especially art pottery, and the sheer variety of goods sold. The last time I was there, I picked up some DMC embroidery thread at about 1/3rd the normal price; bought a beautiful handmade pottery bowl from the artist himself; got some delicious moist prunes and a tapenade with walnuts in it that was to die for; and ended up by buying a bottle of olive oil and a slightly squishy bag of figs from an old farmer who sells only olives, olive oil and whatever fruit was ripe that day.
Other nice markets on Thursday: Orange, Martigues
Carpentras, in the heart of the Vaucluse region, is another lively market that is not overly touristy nor too big. The emphasis here is on food, food and food: the produce stalls are plentiful, as are the sausage, charcuterie, cheese, and baked goods stalls. You can also buy all the usual market items here too.
The market fills the central plaza and the surrounding streets, and most of the customers seem to be local. Just watching the old ladies talking in fierce tones to the vendors is fun. This market is also not overly touristy, which makes it a bit more relaxing to explore than some others.
Other nice markets on Friday: Lourmarin
Technically Uzès is not in Provence - it's in the neighboring Gard region, which is part of Languedoc. However, the market here is so amazing that I had to include it here. It's about a 30 minute drive to the west from Avignon. Centered around the arcaded La Place aux Herbes, it goes on and on through the surrounding streets. It's one of the most picturesque markets you will ever see. My camera goes crazy here.
What makes this market really stand out for me is the number of stalls selling artisanat (handcrafted) items, both edible and non-edible. There's pottery, handmade preserves, locally produced honey, items made from metal, wood, and so much more. There are lots of street performers to liven things up too. (Incidentally, if you see a Dixie Land jazz group called Gig Street performing, you've probably landed at the 'hot' market of the day. We saw them three times on our last trip - at St. Rémy, Uzès and Nyons.) In addition, the stores of Uzès are quite interesting - lots of art and craft galleries here as well as gourmet stores.
The only negative of Uzès is that the parking spaces fill up very quickly. Try to get there as early as you can, or be prepared to fight for a space in the confusing parking lots...or just park some way away and enjoy a walk to the town center.
Other nice markets on Saturday: Arles, Apt
Ending the week in L'Isle-Sur-la-Sorgue is not a bad way to go. Frankly the market itself is just so-so; the array of foods is not as good as at nearby Carpentras, and it's all very touristy. But it's still my pick for the place to go on Sunday, for many reasons. First there is the setting on the banks of the river Sorgue, which makes for many photo opportunities. Then, there are the brocante stalls that line the other side of the river from the market. Add to that the antiques and brocante stores that are open during the weekend, and you have shopping and browsing heaven. The prices for antiques and "vintage items" at L'Isle are not the lowest, but the quality is generally quite good.
Other nice markets on Sunday: Avignon (note that Avignon also has a daily market except on Mondays, but the Sunday one is the most colorful)
The beautiful city of Aix-en-Provence has a general food market every day of the week, supplemented by flower, clothing, brocante and artisanat markets on various days. If you are limited to the cities because you don't have a car for instance, you can't do much better than Aix.
The other big towns in the area, Avignon (see above) and Marseille, also have daily markets. The Marseille fish market at the Vieux-Port is worth visiting if only to listen to the sales patter and inhale the smell of fish.
Note: I'm very, very slowly adding pictures to my flickr Provence  photo set. I tend to procrastinate a lot over photo selection, so please bear with me.