The North Market
One of the staples of Columbus is the North Market. The North Market is basically a farmer's market, and a fantastic one at that. You can buy fresh salsa (AMAZING), fresh fruits, homemade chocolate, homemade bread, different cultural foods, homemade popcorn, and fresh spices.
I would like to touch on the salsa and spice shops. The salsa shop has a vast array of salsas, hot sauces and a few other things. The salsa is the best I have ever had. I usually like salsa with a kick, but I have taken a liking to roasted garlic and mild salsa. Both of these are very sweet and VERY good.
The spice shop is by far my favorite, though. The spice shop has a vast array of spices. Most of the spices do not contain salt which keeps them from being "diluted." These spices are very potent and very good. A recipe for chili I had called for 2.5 tablespoons and 1 tablespoon was more than enough. Their chili seasoning has won multiple contests. They also have extracts, peppers, sticks of cinnamon, etc. What you can buy and the combinations are almost endless.
A full list of vendors can be seen here.
I highly recommend visiting this place!