When travelling along the coast use the train, don’t drive. Parking and traffic is a nightmare. You can buy a Carte Isabelle which gives unlimited train travel between Monaco and Theoule-sur-Mer for 12 euros a day, although I think this is only during summer months.
For markets – Antibes is great for the ambiance and to have a nose around, but if you want to buy anything get it from Cannes. The difference is Cannes is for locals whereas Antibes caters for tourists and can be very expensive. Both have lovely little cafes all around them.
A night in the Absinthe bar is great in Antibes. There’s also a small museum which is quirky and fun.
Also while in Antibes go to the international quay and look at the boats. They are obscenely big!
St Paul de Vence is beautiful to walk around. Also, try to cycle up to Gourdon. I know some nice routes if you’re interested.