The best months are October to February, when the air is cool and dry and the post-monsoon greenery still covers the hills. March to May is hot — daytime temperatures climb above 40°C and the haats are short.
The monsoon (June to September) makes the surrounding roads difficult and many of the smaller villages effectively unreachable, but the landscape is at its most beautiful. The Niyamgiri Hills disappear into mist every afternoon.
Time your trip around a market day if at all possible — that is what you came for. Confirm the local week's market schedule with your guesthouse or guide on arrival.