The place isn't well signed around, it's good to have a guide which isn't too expensive ang gives you a better idea of the place. Bring some fruit for the animals and you'll avoid overpaying for them inside. Also, you'll make them happier, the love these snacks.
Unlike other markets I visited, Indy offers live music. The atmosphere is great with all the locals enjoying their time eating, singing and watching people. The prices are low and besides food, there are also t- shirts and souvenirs.