hi palice and jo,
during the weekend i saw an outdoor market in plaza del duque. it is right in front of the corte. walk around the centro and you will find other markets as well. i did not see anything just for food though. i was also a liiiiitle hungover so my senses were not that keen
jo, i took the socibus
last weekend because renfe-ave
was sold out. i was told during regular non-holidays they run every hour and during holy week and feria they run coches de refuerzo which run every half hour. the price is 15 euros..one way. you get there in app. 6 hours. the scenery was beautiful around jaen..especial despeñaperros. to reserve or for info you will have to call: 902 22 92 92
hope this helps!!