I swear this is propaganda. I have 3 farmers' markets within biking distance of me (that I've visited regularly, there are another 2 on inconvenient days for me), in a capital city. All are cheaper than the grocery store. Yet when I tell people I do my weekly shop at the farmer's markets, they always say something to this effect. The popular opinion simply does not match the reality. There are some stalls which are more expensive, but they are usually targeting a much higher quality, and are normally prepared products (pasta, sauces, etc.) rather than raw produce.