Generally speaking: I'm going to a market to buy XYZ - could be any market, anywhere. I'm going to the market to buy XYZ - usually the local one You need to find the best way to market your product ...(sell this product, advertise this product...)

"I'm going to the market to buy some eggs" is the usual way of saying it, or "I'm going to the store". And it can be said whether the person knows exactly which store they're going to or not. "I'm going to market" can be said to mean "I'm going shopping", but is an older, less common usage.