Les Halles is Biarritz's covered market, two blocks from the seafront, and the Saturday morning market is the best introduction to Basque food you will find. The stalls are laden with jambon de Bayonne (cured ham dried in the mountain air of the Pyrenees), sheep's milk cheese from the Ossau-Iraty valleys, salt cod prepared a dozen different ways, and the dried red peppers from Espelette that colour and flavour almost everything in the Basque kitchen.
The covered market operates every morning except Monday; the Saturday farmers' market outside expands the range considerably and brings in producers from across the French Basque country. Pickings are best between 8am and 11am before the crowds arrive. If you are self-catering, this is the obvious place to stock up.