The Saturday Market is held every Saturday evening, and opens as early as 6:00 p.m. The venue is somewhere near the Chiang Mai Gate. Make sure you have a good pair of walking shoes as the rows of stalls are endless.
Some of the things can be found at the usual night market that also operates daily but I could only find a few other items here.
I was there quite early - the stall operators were still busy setting up their stalls and business had not started yet. I guess the place would be livelier much later.
There is another big market on Sunday morning in Chiang Mai but I was already going home at that time.