Two great locations are available, depending on your time schedule. The Lyndale location is across the highway from the International Market Square, and just west of the Basilica of St Mary. It is considered the flagship location, but the last day I was there is was less busy than the one located downtown. If you are adventurous, then travel downtown and stroll down Nicollet Mall, which has 7 blocks of vendors. Take in the city sites and get some fresh cut flowers. Strawberries are in season so get the "real" thing from local farms instead of imports from California and Florida.
Here are the location hours:
Lyndale Market: Open everyday 6am - 1pm, until mid November
Directions to Lyndale location
Nicollet Mall Market: Open Thursday & Saturday, 6am - 6pm until November 8th.
Directions to downtown Minneapolis.