Because I take our meat to the markets in Rockhampton and Yeppoon, I am lucky that I go to the markets often enough (every two weeks) to be able to get all my fruit and veg there.
I find that the local market (farmers market if you are lucky enough to have one) is the best place to buy your produce. You can and should engage with the stall holder. Ask them if the produce is theirs, ask them how they grow it, ask them whatever you want. If they are open to your questions (provided they are about their produce and not the meaning of life) then you will be able to make the judgement whether you want to buy their product. For instance, they may not be organics, but may try to reduce and limit the amount of chemicals used.
As a stall holder myself, I know how important relationships are. I know how great it is to have conversations about food. I know that the customer needs to have the peace of mind to know that what you tell them is fair dinkum and that you are farming responsibly. If they aren't completely transparent, maybe you need to wonder whether what they are saying is correct. If your market is not a designated farmers market or if said farmers market allows wholesalers in, you as the customer really need to shop where you feel that you can trust that the stall holder is telling you the facts.
I've gotten to know who is who at the markets and I've worked out who's fruit and veg will last the best. Although I like to support everyone and I just make sure I use the shorter life stuff first! Also keep in mind that some of the wholesalers do also sell local produce, alongside the non local. If they are wise, they will label the local stuff.
And of course don't forget the people that make stuff! It's not just about the food, but supporting local businesses.