1) You get to know the vendors.
There are two feiras in proximity of my home: one on Thursdays and one on Saturdays. I don't go every week but when I do, it's much more enjoyable buying produce from this sassy vendor than digging through the rotting fruit at the grocery store on my own.
A common problem I encounter at the grocery stores here in Sao Paulo is that a majority of the produce is soggy, bruised, or eaten by bugs. This is not the case with the Feira fruit. That sassy vendor above works to produce his best product when you approach his stall. He is also competing with the other five guys lined up to sell the same fruit and he wants your business.
Since fruit of the same variety often looks different here in Brazil (green oranges and monster-sized avocados come to mind) and other fruit has yet to be experienced, it's really helpful to taste different options before making a purchase. I also love the variety of ways the fruit is sliced and displayed to attract the buyers attention.
It blew my mind when I first went to a pasar. I of course saw things that I was familiar with but there was a whole realm of fruit that I never even knew existed! I even felt a little bit cheated to have never tried some of these things in my childhood (exception: durian). Now that I'm here in South America, there is yet another new world of produce to explore, which I will post about in detail soon.
Going to the feira is a pleasant assault on your senses. As you walk around observing the bright colors and the bustle of the regulars, a pleasing aroma will most likely waft your way and you'll trail around the aisles until you find it's source, though, not before getting sidetracked by your curious taste buds along the way.