In the 1960s, workmen digging to lay the foundations of new law courts for Thessaloniki came across the remains of the city's ancient Greek agora, which later became the Roman forum. Archaeologists took over and excavated the sprawling complex you see today. As in Athens, this agora/forum was the heart of the ancient city, its commercial, governmental, social, and artistic center -- and, as with the Athenian agora, the remains are not easy to identify.
When the Romans came here, they inevitably expanded the Greek agora, creating a two-level forum. You can see the arched remains of the cryptoporticus, a retaining wall that supported part of the upper forum. The best-preserved ruin here, the large Odeum, or Odeon, is a theater where Romans enjoyed watching both musical performances and fights to the death between gladiators and wild beasts. The Odeum is sometimes still used for summer concerts.
In modern times, the most famous ancient monument here was the stoa with a series of statues facing the Via Egnatia, known as the Incantadas (Enchanted Idols), the name given them by Thessaloniki's then-flourishing community of Sephardic Jews. By the 19th century, much of the colonnade was lost, but a segment remained, incorporated into the courtyard of a Jewish home. When the French scholar Emmanuel Miller saw the colonnade, he knew he had to have it -- and got permission to cart the remaining incantadas off to the Louvre, where they are to this day. Browse in the few book and print shops in Thessaloniki, and you'll probably see reproductions of a charming engraving of the colonnade by the 18th-century English antiquarians Stuart and Revett. There's almost no shade here, so you may want to stroll about a bit and then take in the sights while polishing off an ice cream from one of the cafes overlooking the site.
If things Turkish interest you, stop by the Bey Hamami, Thessaloniki's first and once Greece's largest Turkish bath, built on Egnatia in 1444 from the remains of Christian churches destroyed after the Turkish conquest. The multidomed "Paradise Baths" now function as an exhibit hall, with irregular hours, but is most often open Monday through Friday 8:30am to 3pm (no address, no phone). The Ministry of Culture shop just beyond the Bey Hamami has museum reproductions and bored clerks; officially open daily 8:30am to 2:30pm.