A big part of the problem is that the U.S. doesn't have European-style local grocery stores (and if they do, they're expensive farmer market style boutiques in high-priced areas).
Normal farmers markets, at least where I have lived, not expensive however (excluding your fancy small flock lamb, or whatever). Unfortunately they are not run every day, generally once per week. Olympia, Washington was an exception with a 4 day per week farmer's market.