There is a lot to choose from, and I find that the best way to go about it is to take it slow, have an image of what you're looking for in your head and just enjoy the process of strolling through the market aisles, with an eye out for what you seek.
To demonstrate how I think about designing a room around existing pieces and introducing flea market finds I did a mock flea market shopping spree for a studio apartment with a retro, feminine feel.
I'm feeling prepared, like any good scout. On the first Sunday of the month I head off to the extremely large Alameda Flea Market.
(And just so you know, I don't literally scoop them up - I leave larger pieces at the booth after paying and make note of the booth number so I don't get lost going back to fetch them! I then come back at the end of the day's shopping with one big cart, usually provided by the market, and collect all my purchases.)
I wander on and find this funky pink and black lacquer end table. It'll look great between my two chairs for only $35. I just need a dining set that will work with my desired look.
There's nothing like that "queen of the flea market" feeling you get when you pull away as other shoppers stare with envy. And it feels even better when you know you've pulled together a whole room for under $500. But it just gets better from there as you get to take it all home, lay out your room, add your existing pieces and make your vision a design reality.
Victoria's Flea Market Tips:
I bring swatches of colors, measurements, a tape measure, paint samples and anything that will help me decide if the purchase is worthwhile. I have a little kit I put together and I throw it in my bag before I hit the flea market, along with my rolling shopping cart - always good to have on hand. And I try to be fearless. Should you get something home and it's not quite right - there's always craigslist and ebay just a keyboard away. Sell it, move on and keep looking. I do it all the time.
Also -- I'm pretty brave about swooping up a must have if I see it. Even if I have no clue what I'll do with it, if my gut says buy it and it's in my budget, I do!