The bazaar is located up on the moon. You need the Shadows of Luclin expansion to enable the zones on the moon.
It is situated next to Shadowhaven and the Nexus.
If you have the expansion you can get there either by going to a Spire and asking a Nexus Scion to port you there, wait a few minutes (they are on a regular cycle) and you will be transported to the Nexus.
Alternatively you may find a Wizard or Druid willing to personally teleport you to the Nexus.
Once in the Nexus go into the south tunnel and follow it around until you zone into the bazaar.
If you have the Planes of Power expansion, you can also click on a Plane of Knowlege book, port to PoK and then run around to the Nexus stone, click on it and it ports you to the Nexus.
(It was much easier to tell people how to follow the path past Kaladim down to the docks and wait for the boat at dock 1. [rolleyes:]