Luhring Augustine did a good job of converting an old warehouse/storage facility into a blue chip commercial art gallery that stages four shows of contemporary art per year. Which means you can catch museum quality shows in an unlikely spot, away from all the Chelsea pomp, and it actually has friendly staff, instead of a cold gallerina sat behind a desk pretending to be on the phone.
I think it takes place every Saturday morning to afternoon, vintage shopping while having a great view at the Manhattan skyline from the East River State park. You will find lots of vintage shops and warehouses around this area of Williamsburg.