The Great Bazaar's a huge square filled with caravan tents and rickety merchant stalls. The air's rich with smells of flowers, meats, fruits, animals, and sewage. Walk through the crowded aisles and a cutter's assaulted by calls to examine, smell, feel, and - most of all - buy the wares of every merchant he passes. Anything on a general equipment list can be bought here, even things too big to actually bring to Sigil. Need a galley for the River Oceanus and a blood'll find a merchant here willing to sell him one.
Not that everyone's honest and forthright, though. A basher's got to be a smart shopper to take care he don't get peeled by some dishonest trader. Buy something that's supposedly waiting out on the planes and a sod better have ways of making sure it's really there. The other thing a berk's got to be cautious about is the pickpockets and cutpurses that roam the market. It takes money to shop in the bazaar, and where there's money, there's thieves. But those are the risks every cutter takes.
It's hard to say exactly where the Great Bazaar ends. The wheeling and dealing spills over into side streets as peddlers vie for spaces to show their wares. The folks in this neighborhood are always ready to make a deal or haggle over a price. Taverns hum with pitches of hucksters, and there are large inns capable of housing and stabling entire caravans. Open-air cafes serve anybody who comes along, and that's the best place for creature-watching; everybody, except the most reclusive rich, comes here sooner or later.
Note: The Great Bazaar of Sigil originally appeared in the Planescape AD&D campaign setting from TSR. Additional information can be found in In the Cage: A Guide to Sigil. Its use here is for the purposes of providing context for the campaign only.