Rotterdam's new €175m Markthal is a sensory explosion. The building, by Dutch architects MVRDV, opened in October and is the shape of an extruded horseshoe - into which flats are plugged, which then make up the Markthal's roof. Beneath this there are 100 shops and food stands on terraces. You can eat spicy sausage rolls from Suriname, or frozen yoghurt made at Amy's. For grandma's Christmas present, what could beat an entire wheel of Gouda cheese, or a leg of jamon Iberico from one of the butchers? The whole place is open late and is designed to be lively - there are bars too.
• Open daily, markthalrotterdam.nl
As well as being London's partying capital, Dalston is now a food hotspot. Previous alfresco Street Feast and Night Tales events attracted thousands of visitors and Ridley Road Shopping Village is a slice of Africa you can taste. But Dalston's new weekly food market, which only started on 16 November at the Petchey Academy's playground, is the place to come for pressies (small batch preserves, charcuterie, plants and flowers). And it's also the place for a winter snack: souvlaki, gyoza, pizza from Born & Raised are all on the menu. As are "Korean burritos" from Kimchinary. The market's Twitter feed has rolling updates on the latest stallholders.
• Open every Sunday 10am-3pm, dalstonfoodmarket.com
Finland's most famous market has an admirable setting right up against the icy Baltic waters that lap Helsinki's harbour. If you can dodge the dive-bombing seagulls who seem to think they're extras in Hitchcock's The Birds, this is the best place on earth to eat fresh fish. Herring is a speciality and so is salmon, served hot with steaming boiled potatoes. There are around 30 stalls and some have heated tent areas where you can stuff your face in comfort. For eccentric gifting, there's always reindeer: cured, smoked, or dried into a kind of biltong.
• Open Mon-Sat 8am-4pm, visithelsinki.fi
Berlin good-time legends Danny Faber and Andreas Söcknick have teamed up to launch a new venue called Neue Heimat (New Home), backing on to the railyards north of Warschauer Strasse station in Friedrichshain. Every Sunday at the Village Market there's nary a cup of mulled wine or a marzipan snowman in sight. Instead, you can load up on fro-yo at Mr Whippy's Frozen Yogurt Truck or get a face full of regulation hipster pulled pork burgers courtesy of Gorilla BBQ. There's also art and craft stalls, live music, DJs and even theatre productions.
• Open every Sunday midday-midnight, neueheimat.com
You can whet your appetite for the next edition of the south-west's most cutting-edge street food shakedown on Twitter, @Bristol_Eats, where the identities of the people parking up and grilling up on 4 December are revealed. People such as The Feastie Boys, who make doughnuts filled with beef brisket, Gopal's Curry Shack, who cook spicy vegan curries, and key lime pie purveyors American Kitchen are all regularly involved in Bristol Eats' events. The action takes place on Bristol's Temple Quay and is run as a big collective by the traders.
• Every 2nd and 4th Thursday of the month, midday to 2.30pm, bristoleats.co.uk
Once you've sated your hunger for art in The Secession, one of Europe's most beautifully designed galleries, you can give in to actual appetite right outside, at the Naschmarkt. Dine on Middle Eastern delicacies from shakshuka to sambusak at Neni or Orient Occident. Naturally, there are also stands catering to traditional Austrian flavours such as pancakes or schnitzel, and everywhere serves the coffee that the Viennese are addicted to. The adjacent Saturday flea market is where you want to head for presents - alternatively, take away a bag of Turkish coffee from Cafe Drechsler.
• Open Mon-Sat 6am-7.30pm, Sat 6am-6pm, naschmarkt-vienna.com
Budapest's Great Market Hall is an explosion of styles: somewhere between a Turkish mosque and a French railway station. It was designed by noted Hungarian architect Samu Pecz in the 1890s and pays equal parts homage to Gustave Eiffel, with its soaring interior ironwork, and to Gaudí, with its flamboyant exterior decoration. The Great Market Hall is ground zero for lovers of Lángos - a deep-fried monster of dough topped with sour cream and cheese that is the quintessential Hungarian street food. Plenty of stalls abound, where you can pick up paprika and Hungarian wine.
• Open Mon-Fri 6am-6pm, Sat 6am-3pm, piaconline.hu
Who knows which French film stars you might see stocking up at Le Marché Raspail but it is, apparently, the place to spot stars. On the Left Bank, it is one of Paris's most chi chi shopping experiences. Sunday is the organic, or "Bio" day and the market is also home to some of the only food trucks in France - for instance Cantine Cali, which whips up burgers topped with Bleu d'Auvergne, which straddle the divide between Californian cool and Gallic gastronomy. Good presents to buy include packs of Stevia or jars of organic pâté.
• Open on Tues, Fri and Sun, 7am to 3pm,en.visitparisregion.com
If you know a chocolate lover this is the place to come and buy them a Christmas present that their sweet tooth will thank you for. Homemade Swedish chokladsnittar (or chocolate slices) are on sale at Borgs Bageri inside the wonderful old wrought-iron and glass market building in Östermalm, which dates from 1888. To tackle a tummy rumble, do as the Swedes do and eat some fish - but here it comes with a modern twist as there's even a sushi shack called Sushi Baren inside the Swedish capital's most chic market.
• Open Mon-Thurs 9am-6pm, Fri 9.30am-7pm, Sat 9.30am-4pm, ostermalmshallen.se
We think of Scandinavians as modern, modest people, but you can act like a real cave man at Copenhagen's coolest market, Torvehallerne. Yell "Yabba Dabba Doo" as you enter Palaeo, but remember you won't be getting a dinosaur steak from a drive-in, you'll be eating the kind of healthy raw vegetables (avocado cream, raw vegetable salad, pomegranate, almonds, omelette) that apparently were de rigeur in prehistoric times. Presents-wise, head to the Bornholmer Butikken where you can buy delicacies from the island of Bornholm, such as liquorice, caramel and island cheeses.
• Open daily, visitcopenhagen.com
Not your average market ... Rotterdam's new Markthal. Photograph Michael Porro/Getty Images