Indoor and outdoor market (and quite a big one) on the border between San Fernando and Maspalomas (next to the fire station).

Something for everyone as a lot of locals go here for local produce but there's also a lot of interesting stalls for tourists (loads of stalls specializing in Aloe Vera products for some reason here) and again, as it's in the south you can haggle as many stall owners will try and get as much as they can in the beginning.

Holiday World is a ten minute walk away and there's a bus stop there and Faro (lighthouse) stop is about 4 euros in a taxi so you can combine a day on the beach/dunes) with the market.