The Covered Bazaar is located in Beyazıt area Fatih distinct of Istanbul. It is one of the largest and oldest covered markets in the world. It is too large complex, normal to lost. consisting of 61 streets, 4400 shops, 2195 workshops, 18 fountains, 2 bedestens (vaulted and waterproofed areas of the bazaar where valuable goods are kept), 40 inns, 12 small mosques (mescit), 12 warehouses, 1 school, 1 bath, and 19 water wells.
Google Maps - The Covered Bazaar

The grand bazaar began construction in 1455 and opened in 1461. Many of the stalls in the bazaar are grouped by the type of goods, with special areas for leather coats, gold jewelry and the like.
The bazaar contains two bedestens (domed masonry structures built for storage and safe keeping), the first of which was constructed between 1455 and 1461 by the order of Sultan Mehmed the Conqueror. The bazaar was vastly enlarged in the 16th century, during the reign of Sultan Suleiman the Magnificent, and in 1894 underwent a major restoration following an earthquake.
The sprawling complex consists of 12 major buildings and has 22 doors. History infos : http://en.wikipedia.org/wiki/Grand_Bazaar,_Istanbul - 17.07.2011

The Covered Bazaar is closed to Süleymaniye Mosque and Beyazıt Square. It has 22 entery doors.
You can go to Beyazıt Square by public buses and Zeytinburnu - Eminönü tram.
Public Bus - Beyazıt