The market in Mui Ne is in the center of town. Remember not to confuse Ham Tien, where most of the resorts are located with Mui Ne, even though they insist on calling everything in Ham Tien by the name 'Mui Ne'.
Mui means cape in Vietnamese and it is the cape at the end of the beach at Ham Tien. The town of Mui Ne has 22,000 residents and in the center is the Mui Ne market, surrounded by dozens of other shops. As it is a typical Vietnamese market, it was not built for tourists and therefore the prices in and around the market are extremely cheap. However, it also does not have 'souvenirs'. Just clothing, food and the kinds of things that people need on a daily basis.
The best time to go to the market is in the early morning, just after the fishing boats have unloaded their fish and the market is packed with people. The only 'tour' of Mui Ne and the market that I know of is the 06:30 tour from the Pandanus Resort.
When coming from Ham Tien, instead of turning left at the stop light to go to the orange sand dunes, continue straight ahead about 200 meters. The market is on the left past the gas station.
Edited: 3:26 am, March 05, 2011