Farmers markets are variety. Twenty vendors, one afternoon, a lot of walking. Great for planning a full week's meals in one stop.
Farmstands are depth. One or two producers, more time to talk, and usually a story behind everything on the table. Great for building a relationship with your baker or farmer.
Pricing is usually similar; overhead is different. Farmstands don't pay stall fees, which sometimes means slightly better prices on baked goods.
Our advice: do both. Use the market for produce variety, and pick a farmstand or two for the specialty items you want a real relationship with.