Re. ethnic markets. Berezka in Brookline – yes! Stay away from the smoked fish; the kosher places on Harvard St. are better. Go for a large pastry that’s filled with potatoes, onions, and eggs; there may be lard in the soft, almost sweet crust, but in any case it’s some super-yummy comfort food.
From Harvard Square, go to Watertown and check out Little Armenia – just keep going up Mt. Auburn St. until you come to a number of Middle Eastern and Armenian markets. One of them is Eastern Lamejun bakery (though actually, that might be before you get to the real concentration of stores). In any case, you’ll want to try lahmejuns (like small pizzas) and related turnover-like foods (notice a theme here?). You can also get good feta, olives, taramosalata, etc., etc.
And one restaurant favorite: it’s in an obscure spot, but if you’re with a native, or want to chance a cab, look for Dal�� (http://www.dalirestaurant.com/information.html), a most wonderful tapas place near the border between Cambridge and Somerville. Garlic city! also very warm and friendly, lots of wine and jerez; you’ll feel like you’re in Spain. Not particularly expensive.