Sure, you can call them lamb's quarters, but around these parts, if you ask for lamb's quarters you'll be served meat, not greens. Around here, these cousins to the quinoa plant are called quelites (pronounced "kay-LEE-tayss").
Gardeners have another name for quelites: they call it pigweed, an ambiguous name that encompasses both edible and non-edible plants (in other words, don't go out and eat that pigweed in your garden unless you're sure it's edible), and they root it out and throw it in the trash.
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It's a shame, because quelites have a slightly iron-y, slightly bitter taste like a much more approachable version of spinach. Mexicans have been eating quelites for millennia; it's one of the pre-Hispanic foods that survived the upheaval of the Aztec empire. Indians eat a lot of it too, and so did the Incas.
As with any green, you want to find perky specimens that don't wilt when you shake them gently. Avoid any browning or sliminess (common when they are stacked up), and use them as quickly as you can when you get home.
You will need to wash your quelites assiduously: they seem to attract dirt and may be the single dustiest food crop in our farmers' markets. Fill a sink with water, insert the quelites, and swish around with your hands for at least one minute. You may need to do this two or even three times to get all the grit off them.
Once they're done, you can either steam them or spin them dry and sauté them with garlic. They're amazing stuffed into quesadillas; if you're going to go this route, try pressing your own tortillas and fill them with either queso fresco or queso Oaxaca, both available for a very cheap price at your local Mexican market. They make a quick soup, too, stirred into a pork or chicken broth with maybe a couple of chiles and a little garlic or onion for flavor.