I do not remember the exact name of the market, i think it was fiesta marcato or something like that....here is the directions when you leave the front of dreams which is on the end of the road walk toward the big round about but stay on the right hand side of the sidewalk past the big pink hotel beside dreams, then once past the roundabout you will see starbucks and a mall of some sorts cross the road at the first set of lights after the roundabout on the right side and walk past a small strip of restaurants and spa/salons and you will see it, its a big yellow building, also if you ask claudia she will direct you there. We also bought unique flavors of pringles and doritos for our oot bags.
Now as for desires, there is no entrance fee, the club is for dreams guests. You have to walk out of the resort and the entrance for it is right there, all the drinks are all inclusive. The night of our rehearsal dinner we all went there after, it was karaoke night and all our guests sang, it was so much fun.
As for first look pictures, I am not sure where would be a good spot that isnt extremely windy! Everywhere was pretty windy, but the good thing the salon puts major hairspray in and it looks awesome. We had our ceremony right before sunset, had 30 min of pictures after the ceremony of sunset, and I would not change that our pictures turned out amazing!!! Everyone that sees them say they are the best pictures they have ever seen. Here is a link to my pictures on facebook.