Are you talking about eating there or buying food for dinner?
Sat am for breakfast at Borough Cafe is a bit of a tradition (try Maria's bubble - if you know what I mean) or you could have coffee and croissant at Monmouth Coffee House.
Lunch - well FuseBox gets my vote but there's tons of stuff in the market itself - although it does lack places to sit (my doorstep has recently been discovered - even when we're open!) but if you're happy eating and wandering then it's no problem.
Saturday is the busy busy day as people form all over London descend - it's a great atmosphere but some find it overwhelming.
In some ways Fridays are nicer because it's generally a more local crowd - people who live or work in Borough.