Every time I visit a flea market I think of Paris. Paris is a flea market heaven and a wonderful place to shop. Want to feel like a Parisian? Head out to your local flea market/ vintage or antique shop on a Saturday morning or a Sunday afternoon. Check out the Lincoln Road Antique and Collectible Market (this fun outdoor market is held most Sundays from October through May) and or head out to Las Tías in Midtown (Saturday am).
Make an event out of it. Take your kids. Actually, flea markets are a fun place to go to with kids. Tell your kids to pick something that catches their eye and come up with a story around it. Buy antique clothing and have a costume party when you get home (an Edwardian Tea Party would definitely be fun with the little girls). Get some vintage goodies for the home. Most important, have fun while at it, I am sure you will go back the following weekend!