Have always found markets really fun and interesting. Great community atmosphere. The Markets and Fairs website has a listing of markets around Australia.
W: http://www.marketsandfairs.com.au
Also want to check out Kirribilli markets some time. It's on the 4th Sat of the month except Dec where it's 1st and 3rd.
W: http://www.kncsydney.org/Markets.htm.