Hong Keung Seafood and Meat Market - 75 Mulberry Street
This is a treasure trove! Not only is there plenty of meat and fish, but there's lots of dirt cheap staples here! Kimchi in huge jars, tapioca flour, glutinous rice flour, and, well, everything! And reasonably priced, too! It doesn't look like anything from the outside, but you owe it to yourself to go in and look at the wares. I even found refrigerated durian paste buns (although I haven't tried 'em yet!) You should be walking down Mulberry Street anyway, to check out the Vietnamese restaurants. So while you're there, go in here. It's great for the do-it-yourselfer!
Hong Kong Food Market - 109 E. Broadway (Chinese)
If you don't want to go to Dynasty (see above), Hong Kong Food Market's a good substitute. A little off the beaten track, but a good market, with all the right goods.