Keep in mind too that "local" is wherever you are - so when we travel "local" changes with the location.
Our home base is in Connecticut, so for the most part, that's our "local" and essentially, we use a 100-mile radius as a starting guideline.
First and foremost, it's fresher and you can taste the difference. Second, we like to know where our food comes from and by sourcing our food locally we can get to know the farmer and how our food was grown/raised/produced. Third, it keeps our money local too and supports people directly where we live/work/stay.
We try to spread our local food love around, but these are a few of our favorite spots:
Bethel Farmers Market
Citycenter Danbury Farmer's Market
Gossett's Farm Market
Litchfield Hills Farm Fresh Market
New Milford Farmers Market
Holbrook Farm Market and Bakery
Daisy Mac Gardens