Bryant Park located directly behind the main branch of the New York Public Library is one of New York City's largest holiday markets. 125 vendors in tented stalls surround the seasonal ice skating rink. The combination of free ice skating (through January 1, 2007), of cocoa available from Jacques Torres' stand, quaint shopping booths and holiday lights makes this European style winter wonderland an experience worth venturing out for.
While in the area, stop into the library. The lobby architecture and painted ceiling in the main reading room are quite beautiful. Bryant Park is within easy walking distance of the Grand Central market described above. For a full day of shopping combine these two venues.