It's on the Embarcardero, but past the more famous Pier 39, at the Market Street intersection. The Ferry Building is filled with small local businesses, especially food establishments. You can find all your specialties: gourmet mushrooms (Far West Fungi), artisan cheese (Cowgirl Creamery), and delicious, warm-from-the-oven bread (Acme Bread Co.). This trip I had a hamburger from Prather Ranch Meat Co., a delicous combination of meat, blue cheese and apple chutney. The fries were yum too, and Tom was fond of the cane sugar root beer.
The attraction for me doesn't stop at the shops. It's a fun place to people watch where, at least outside the building, you see locals jogging and protesting, taking a break from their working lives, bundled up for another day by the bay.