It is not hard to do at all. But it requires some commitment.
To buy at a farmer's market, just go to one and pay for your purchases.
VAST quanties of food can be produced from small spaces. Some city ordinances even allow a few laying hens.
If you have a basic idea of growing plants, you are ahead of the game. If you have no concept the journey will require a bit more thought.
There are numerous gardening magazines and books on the book shelves. There is a world of information on the internet.
Start with easy to read articles , I like " about.com" or the book, "Square Foot Gardening", available at Wal-Mart and Lowes. Farming journals are usually written for the experienced or the production farmer.
Some gardening sites offer charts showing what plants will produce in quantity per plant.
Plants grow wild across the globe. How hard can it be to put some seed into the dirt, water it and let it grow? It's basically that simple. Just don't get over zealous and plant things you will not eat, or more than you can eat.
Educating yourself about soil, sandy, loamy, rocky, fertile....and your plants requirements, little light, lots of light and watering levels, ensures better results and production. Again, I recomend, "about.com".
Foods with a high water content, melons, cucumbers, lettuce, tomatoes, require a generous water supply. They will also tolerate "gray water" well, for those who wish to conserve.
It is not necessary to buy plows and tillers for the small garden. Many plants do quite well in containers, just be sure not to crowd the root system.
It is a worthwhile investment. Few end the season in regret. It is just a natural high to put something on your table that was grown by your effort.