I used to like PortobelloRoad a lot but it has become extremely touristy of late. Expect a lot of tugging and squeezing if you are visiting in the weekends.
Closed on Sundays, best hot chocolate in the universe at Garcia's, fantastic falafel at the stand outside Jack Wills. Enter from Ladbroke Grove to find fab vintage.
Alright bring some comfort shoes. This place is long and huge. You can bargain prices, they say 10£ you say, or ask what they're lowest is, most likely they'll play the game. Cheers
Don't bother to go after 5pm on sundays and don't expect to do clothes shopping - mostly very ugly hippie staff. But it's worthwile to see the atmosphere.