I've been a vendor at the TSM for the better part of 5 years now and could spend hours discussing it.
The market is what you make of it. Sometimes you make money and sometimes you don't, but either way it is always an opportunity to get face time with the public and promote your business for the very reasonable price of $20.
If you are new to the market, I suggest starting small with a simple sidewalk table setup. bring an umbrella and water. have business cards. stand up, smile and engage the public about your product and show them your passion for it. If you sit on your butt and scowl at people, don't expect to have a fun time.
Be polite to the organizers and don't make a fuss about your spot on the sidewalk. show up on time to setup and be ready to meet customers at 9:00. spend the slower morning hours fine tuning your display, reviewing your prices and thinking about what you want to tell people about your product. The busy hours for the TSM are 10:30 - 11:30. Don't pack up early, a lot of my sales happen at the last minute.
Also, take the time to get to know your fellow vendors and be friendly and establish a good rapport. We're not your competition, we're your friends.
Let me know if you give it a try; I'm usually there with my sidewalk table setup, black table cloth and blue umbrella near Miriam's Tamales booth towards the upper part of the sidewalk.