Farmer's markets are fun, too, since you get to know the farmers and sellers after a while. The atmosphere is usually festive and convivial (except when it's really cold). Sometimes, the markets offer more exotic vegetables than grocery stores such as heirloom tomatoes, Peruvian purple potatoes, and unique chilies. It makes cooking a bit more fun when you're buying the veggies directly from the farming family.
Now with the development of 'urban farms', the veggies and fruit may be growing next door to you if you live in the city. I'm intrigued by the concept and practice. I'm not sure if I've bought vegetables from an urban farm yet, but I'll be on the lookout. It seems like a good use of space and maybe more efficient to support food needs in cities. Perhaps new high rise condos will have a farm on the 20th floor and you'll just take the elevator up to buy corn and lettuce! We'll see what happens. Below is an article about urban farms.