Cochinita pibil — slow-roasted pork marinated in achiote paste and bitter orange juice, then wrapped in banana leaves and cooked in an earthen pit — is the defining dish of the Yucatán. The proper time to eat it is early morning, at a market stall, in a torta (bread roll) or on panuchos (handmade tortillas fried crisp with black bean paste), dressed with pickled red onion. The combination of the acidic onion, the slightly sweet and smoky pork, and the crisp shell is one of the better things you will eat in Mexico.
The streets around the Mercado Lucas de Gálvez, particularly the stalls along Calle 65 and the surrounding alleys, are the place to find this. The best stalls set up early — by 7am they are already busy — and may sell out before noon. Look for a simple table with a large covered pot and a crowd of people standing around it. The price per serving is very low. Several of the small restaurants inside the market also serve cochinita, if you prefer a seated option with slightly more shelter, though the experience is less authentic.