When you go to Budapest, I absolutely think you should buy some nice grocerys with you. Budapest has several food markets and I love to visit these.
1. Paprika powder
In Hungary you can buy several different kinds of paprika powder. There is sweet, strong and smoked paprika powder. There are maybe even more varieties. The powder is much more palatable than I think it is in Sweden. I always buy lot to myself and to my friends.
2. Paprika on tube
In Sweden you can buy tomato paste on tub but I have never seen peppers on tub other than in Hungary. It is very good to use in spice butter or flavor a casserole. If you only travel with hand luggage, it is important to remember that the tube must not be too large. I was unlucky to get rid of a big nice tube at the security check once.
In Budapest you can buy a variety of good sausages. In a market we found small sausages that looked like little pigs. Perhaps the most famous brand of sausage is Pick. This is a kind of salami.
In Hungary there is a dessert wine called Tokaji. The wine is golden in different shades. Often it is a sweet wine but the sweetness also varies. Aszú means that the wine is sweet. How many Puttonyos a wine has gives a guide on how sweet it is. 6 Puttonyos is the highest.
5. Cork for Tokaji
In some restaurants you can get a very small roll table with different kinds of Tokaji. In order to be able to find out which variety you want, you can smell at the wine. The wine is dosed in the cork and when you have smelled it is poured into the glass or back into the bottle depending on the choice you made.