I visited the Albert Cuyp Market on my first day in Amsterdam. I always research my photo shoots of larger cities and I find that the best way to get into a city is to visit a local market and pick up the hustle and bustle of the locality. The Albert Cuyp Market is one of the best known day markets in Amsterdam and when I visited in 2005, it was celebrating its centenery.
Another reason to plan markets into you itinery (especially when your time is limited) is just in case the light isnt perfect - with a market you can always get interesting shots no matter what the light is like. This was the case when I visited the Cuyp - light was not good. On some shots I ended up post processing the images and leaving some colour in the celebratory awnings for better effect.
You can see all of my shots of the Cuyp market here
You can learn more about the Cuyp market here