I am taking the train from Cefalu to Palermo. Where is the best market and shopping area?
We stayed near Vucceria which was very lively. There are many stores and restaurants nearby.
The Ballero Market is extensive, great fresh foods and other stuff too. It's a short walk from the train station.
If you're looking for a traditional Sicilian street market, then Ballero is a good option. If you want a smaller market with several ordinary stores nearby, then Vucceria and the surrounding area might be a better fit. Both are within walking distance of the train station, just in different directions.
If you want to shop the way the true Italians do, then visit the Mercato del Capo in Palermo. Fresh fruits, vegetables, cheeses, fish, etc. There are a large number of small restaurants to try the local fare. With the exception of Sunday's, it is open every day.
As you now know, there are three central markets - Ballaro, Vucceria, and Capo. Our B&B owner said Capo was the best, and the only one she actually shopped at. I didn't see the other two, so I can't compare directly, but even as a non-market person, I found Capo very interesting.