Beaune's Saturday market fans out across the Place de la Halle and the surrounding streets from early morning, and it's one of the most enjoyable markets in Burgundy. Stalls sell everything from local cheeses — Époisses, Langres, Cîteaux — to charcuterie, seasonal vegetables, honey, bread, and inevitably, wine. The town's relationship with the vine extends to the market: you'll find small-producer bottles here that you won't see in any shop, often sold by the grower themselves.
Come early and walk the whole thing before circling back to buy. The cheese stalls alone are worth the visit — Époisses, the great washed-rind cheese of Burgundy, is best bought direct from a producer who can tell you how many days it has been ripening. Pair it with a baguette and a bottle of Aligoté from a market stall and you have an excellent picnic for the road.
A smaller market runs on Wednesday mornings if you're not passing through on a Saturday. The covered halles in the centre provide shade and shelter whatever the weather.