I have some friends who are mushroom farmers, specializing in fancier varieties such as shiitakes. They sell them wholesale to a variety of retail outlets and also to restaurants. Once in a while, they load up the delivery truck and sell the mushrooms at farmers markets themselves. When they first started doing this, they did not have much success. They thought they were offering them at a good price, discounted under what they would cost in the supermarket. When they looked around at what other mushroom farmers in the market were selling them for, they realized that they would have to make a price adjustment. So they raised their prices and did much better.
Now, psychological studies have shown that the price of a wine can have a perhaps distressing (if you think it should be possible to assess a wine based only on flavor) influence on the perception of its quality. People's expectations of a wine's quality are strongly shaped by price before they have even tasted it (see PT Blogger Lawrence Rosenblum's entry "You Drink What You Think"). For my friends, given that farmers market shoppers may in general expect to pay a premium for quality, selling mushrooms at a discount was working against the whole "farmers market experience." Cheaper mushrooms were associated with ostensibly lower quality mushrooms available in commercial markets.
I really enjoy shopping at our local farmers market, although I feel like I have to load up with a wallet-full of cash before I go. But part of the enjoyment may come from spending a bit more for food. I like thinking that I am the kind of person who is willing to pay more for higher quality food products, supporting small-scale, local production. And if it costs more, at least I am handing the money over to the person who produced it and not some corporate middle-man. If I weren't lugging bags of melons, peppers, and tomatoes as I leave the market, I would probably pat myself on the back for being so generous, taste-aware, and incidentally, environmentally sound.
For me, and I suspect for lots of other people, shopping at a farmers market rather than local mega-supermarket is a mood enhancer. But why should this be the case? As a neuroanthropologist interested in how evolution and culture shape how people "think" food (see my book The Omnivorous Mind: Our Evolving Relationship with Food), I would argue that several factors conspire to make the farmers market experience profoundly enjoyable, beyond the fact that the quality of the food itself might be better.
First, for most urbanites and suburbanites, shopping at a farmers market is a choice: there are usually plenty of other easier and cheaper alternatives. By simply choosing the farmers market in this context, the shopper probably enjoys a mild sense of cognitive reward. The sense of reward is enhanced when the choice of shopping at a farmers market is linked to greater causes, such as helping the environment or subverting the mass-market food industry.
In the urban present, choosing to go to the farmers market adds significance to the act of obtaining food. Looking back over our long-term biological and cultural histories, getting food was a much more significant part of everyday life than it is in developed countries today. Food was more deeply tied to cultural currents, and it is quite possible that over evolutionary history, our minds were subtly shaped by the demands of finding something to eat. At many levels, farmers markets make people think more about where their food comes from, which may very fundamentally be enjoyable.
Another mood enhancing aspect of farmers markets is that they tend to be outside, or at least exposed to the open air. Esther Sternberg has written extensively about "healing spaces" and how certain environments can promote health and healing. Compared to most supermarkets, the farmers market does seem much more salubrious. Of course, for most people the farmers market is not the primary venue for shopping, and therefore it does enjoy a great advantage over other food shopping spaces. It would be hard not to derive some sense of pleasure or healing looking at freshly picked fruits and vegetables on a beautiful Saturday morning. No one drives to the farmers market through an ice storm at 11 o'clock at night to get some milk for the next day.
Finally, the farmers market may be enjoyable because it makes getting food a more social experience. Not only is there the interaction between buyer and seller, which admittedly need not always be positive, but there is the fact that shopping at a farmers markets is still not the default option. The other shoppers are also likely there by choice, and as a whole, the shoppers constitute an interest group, a subculture, with similar goals.
Even after thinking about why people might enjoy shopping at farmers markets, I still like going to them. I just like going to them more if it is a nice day, I am not the only person there, and I can sign at least one petition that will help make the world a better place. It would nice if I could save some money, but I am happy to take what I can get.