I LOVE WET MARKETS!!
I do. My idea of a nice exploration of a country is their supermarkets ( groceries section pls) and their wet markets. Like you said there's always food nearby to satisfy hunger pangs. Personally I felt that one can learn so much about country/state's culture just from the local market.

For eg, in Terengganu, the markets produce are different from what we commonly see in the west, and items nearer to the north like KEdah and Perlis have more thai related produce. So yea, I love all markets! :) That includes night markets too!