Don't get lost in the novelty
When immersed in a market in Morocco, it is easy to think that buying a silver tea set with a beautifully etched tray is a fantastic idea. They are cheap, they are everywhere, and they are SO beautiful. BUT, consider this — do you drink tea? If you do drink tea, do you drink it out of tiny cups that will come with your Moroccan tea set, or do you like big, oversized mugs? Basically, will you use this tea set or have a spot in your home to display it, or will it sit in your cupboard? Ask these questions about every purchase you make. Are harem pants really something you will wear outside of Thailand? Do you really need a carving of a camel?
Shop around
Markets or street stalls may seem random and like they have completely unique items, but you will soon notice that a lot of the items sold are mass produced. Wander through the market a few times to get an idea of where you can find the truly unique items before making a purchase.
Check that you are getting what you are paying for before you hand over your money
There are no returns at market stalls, and often the seller will disappear to grab a bag or change for you while still holding your items. Don't leave until you ensure that what is in your bag is what you want. I made the mistake of forgetting to do this, and ended up coming home with two left shoes from Marrakesh.