Neighborhood supermarkets like Zona Cerealista or even some smaller natural products stores usually have way more competitive prices than fancy farmers markets, especially if you're not obsessed with specific brands. I shop there regularly and I find it's a lot cheaper than hypermarkets when you go for store brands or lesser-known brands - an organic lettuce or some tomatoes usually cost like half the price of the fancy markets. Another tip is to look for groups on Facebook or bulk-buying apps in your area, because sometimes people order directly from producers and split the cost, so it ends up being really affordable.