Ditto. Union Square's farmer's market is Mondays, Wednesdays, Fridays, and Saturdays. 8am to 6pm. It's best to go on the mornings. Saturday's market is the most varied (more vendors) but also gets pretty crowded later on in the morning. The pace is definitely more relaxed on the other days.
Other food-lovers' markets (not farmer's markets) you may enjoy:
CENYC (the umbrella organization that does the farmers markets) also does Chef Tours and Tastes.
Are you specifically looking for farmers' markets? Remember that you're coming to New York in November, so you'll see lots of squash, apples, leeks, and other autumn produce. It's been spectacular, but there will be less being harvested as it gets colder. Our local markets only allow locally grown produce, which is what makes them great, but a little thinned down once the chill sets in.