If it's the market at Baga on a Saturday that you mean, its noisy and busy but fun. The stalls are all selling the same dtuff you see in the shops or on the beach etc.
safe ,except for pick pocket awareness, plenty of police in attendance.
Live entertainment last year was the most unlikely Elvis impersonator, complete with backing singers and people in the market rocking and rolling (complete with throwing your girl over your shoulder, which is interesting when she is only wearing a skirt and thong!!!)
Stalls selling food and drinks(beer etc)
next door to the Marina Dourada Hotel.
worth visiting once during your holiday
del