There is a nice indoor market in Marheinekeplatz in Kreuzberg (take the U7 to Gneisenaustrasse). It has been recently renovated and looks (and tastes) great.
Following the recommendation of another Berlin Chowhounder (sorry, can't remember whom), I came upon this blog, and since then, dreaming of going there:
(I think *it is* on Herzbergstrasse, but unfortunately the better half is not that keen on Vietnamese food - what a weird person - so I am yet to mobilise a mass tour in that direction).
If you're a Berliner, please stay.
And if you're a tourist and not a Berliner, you're still welcome to stay, but the food emporiums in Galeria Kaufhof (Alexanderplatz) and in KaDeWe are worth visiting, even if they are not indoor markets proper.
You know, I was _going_ to mention Marheinekehalle, but I think ever since the renovation it not only lost a number of stalls, but also most of its charm. I live nearby, so shop there occasionally (the Kaiser's is even closer AND has a better selection in my opinion) -- but I can't say that it's worth the trip all the way from Prenzlauer Allee.
I second Galeria Kaufhof, which is much closer and quite impressive.
I loved KaDeWe - that was exactly what I was looking for! I was especially impressed by their huge selections of sausages from every region of Germany. The place on Alexanderplatz was nice too, and even Galeries Lafayette basement was scenic (although I didn't give it a full inspection tour). I also stumbled on Marheinekeplatz's market by accident, but unfortunately it was right around closing time. Thanks for the tips, polyg!
Not nearly as interesting, but nice nonetheless (and in the center of town) is the market on Hackescher Markt on Thursdays. The carnivore stand is nice, and the fresh pasta stand -- though, if you're staying at a hotel that'll be useless to you (unless you can cook there). The market is pretty small....
Umm. No. Not sure if the indoor is important to you, as there are a number of great outdoor markets to be found -- to name a few:
Kollwitzplatz, Saturdays -- Farmer's Market (U2 Senefelder Platz)
Winterfeldtmarkt on Winterfeldtplatz, Saturdays = best market in town
Turkish market on Paul-Lincke-Ufer (U8 Schönleinstr or Kottbusser Tor), Tue & Fri
If you get the chance, DO check out Winterfeldtmarkt. It is absolutely awesome, with many options for a delicious breakfast/lunch.
There's also Rogacki in Wilmersdorf, a store that specializes in fish/smoked fish/shellfish varieties -- it was featured on the AB Berlin show. I think the closest subway stop is Bismarckstr. (U7).