We like to visit the food market on a Sunday which is in a lovely building, and has well priced fruit, veg and flowers. There are also stalls selling jewellery and handcrafts. Small cafes sell Spanish tapas and drinks, and are very popular with the locals.
Outside the building, in the streets leading down to the sea there is a HUGE car boot sale and also stalls selling all sorts of things to locals and tourists. We love it, and always make sure we visit Santa Cruz on a Sunday.
Get there in the morning, as both food market and stallholders start packing up after about midday/1pm.