I loved the food in Thessaloniki. I lucked out with mezes near the market- chose a place that was fairly popular with the locals at lunch time, and was happy with everything I ordered.
Also had a nice upscale lunch in the restaurant located on the ground floor of the Electra Palace Hotel, on Aristotelous Square- can't remember whether it was called Agioli or Ciel which both are located in the hotel. The service was great, and the menu's selections were interesting and innovative. Nice atmosphere and good food.
Definitely try the chocolate tsoureki if you get a chance, at Terkenlis Patisserie-they were sold out when I was there, but the other pastries were delicious!