Naschmarkt - a famous food market. Smells wonderful from all spices and fruits. Get off the u-bahn at Kettenbrückegasse and it's at your feet.
Brunnenmarkt - in Brunnengasse in 16th district. Cheaper, international, less tourists than Naschmarkt. Surrounded by little mostly foreign shops and nice small cafés and restaurant.
Get off U6 at JOSEFSTÄDTER STRASSE
Brunnenmarkt - it's less tourist-ey than Naschmarkt, and cheaper. Good seasonal fruit and lovely bread from the surrounding bakeries.
Karmelitermarkt - there are also fine and small locations where you can eat some typically menus in a vienna or in one of some foreigners gasthaus.