This is an amazing suggestion.

I second Mamak, Spice I Am (best massamun curry EVER), and Gumshara, though I am also a huge fan of Ichiban-Boshi on the top floor of the Galeries building in the CBD. They also do ramen and it is absolutely amazing.

If you'll be in during a weekend, Glebe Markets has some unique food stalls and also some cool flea-market type shops.

I have also had a really awesome breakfast experience at a place called The Book Kitchen. It's in Surry Hills, and is quite a remarkable space with freaking delicious food. http://www.thebookkitchen.com.au/

Thanks for all the replies, everyone!

Firework Foods, CostCo (this tickles me so much because there is CostCo at home too), Fiji Market, and CBD markets are all on my list to hit up, in addition to other suggestions that have been made to me.

As for embracing local foods, I most definitely am. I love the suggestion to use Barramundi in place of catfish, I already love it and think it would go great in a cornmeal batter. I'll also try Vietnamese catfish and see if the texture is similar. I'll bet it is.

My want for finding these things is that I have a few go-to recipes and sometimes, substitutions change it so much that it just isn't as good. Plus, I want to be able to share foods I love with my Aussie family (in exchange for foods they love) and while they don't know the difference, *I* know the difference...does that make much sense?

I don't have a problem with substitutions however, just the other day we made corn dogs and used low-fat Aussie beef sausages. We did this not only because the sausages were of a healthier construction but also because we knew what was in them. The "American Hot Dogs" we found at Woolworth's were "70% Pork and other meat products" and were 4x the price of the sausages. Not a hard choice there! Plus, they were delicious as corn dogs. A different taste, sure, but they were awesome. Win.

I definitely am loving local food (especially seafood), and all of the fresh options in addition to new things I can experiment with. I love being able to easily find Asian ingredients, which is a huge change from Texas where I had to hunt and peck for things. I love the challenge of making things I could easily find in the freezer aisle at home (corn dogs, jalapeno poppers, taquitos...).

The thing I miss the most is the cheese, though, so I'll be taking a trip to CostCo, pronto. Is it membership based, like it is in the States?

Okra is also used in a lot of Southern US dishes; today I would have liked some to make a gumbo but am having to settle just for the "holy trinity" instead, which is green capsicum, celery, and onion. I also enjoy it fried and in a bunch of other dishes that have nothing to do with India. Knowing this, though, may make it easier to find. I'll scour some Indian markets and see what's available.

Without knowing what Greek cheese this is, I don't know. Feta is crumbly and salty but does not impart the same flavor as Cotija, plus Cotija is much more mild and creamier than Feta.

P.S. I know I can find some things online, but shipping is expensive and waiting is a pain in the butt. Being part of the tail end of Generation X, I like instant gratification. ;)

I'm originally from New Orleans, Louisiana via Dallas, Texas, and have found a hell of a time finding foods I am used to in markets around Sydney. Things like...

Yellow Wisconsin-style cheddar (NOT processed cheese-food...I will kiss any Aussie who knows the distinction, because I cannot find anyone who understands that cheddar is sometimes yellow and not because there's fake stuff in it! I'm a pretty cute lady too, so this is an incentive.)

Pepper jack cheese

Monterrey Jack cheese

Cotija cheese

Poblano, Serrano, jalapeño peppers, and even chipotle peppers

Okra

Latin spices such as Sazón and Adobo

Freshwater catfish, and other things.

I come from a Southern Louisiana background and am Puerto Rican in my ethnicity, and love to cook Southern US dishes in addition to Mexican and Latin (Puerto Rican and Cuban, primarily) dishes.

I have been able to find some odds and ends at Martelli's (things like plantain bananas) and some things at Asian markets in the CBD (black beans), but I thought perhaps I am missing a key market or two that a local or a fellow expat could clue me into.

Any help is much appreciated! I will happily travel where ever to find these things.