A few hundred metres of covered pedestrian street east of Reservation Square that comes alive every evening from about seven and stays open past midnight in summer. The food half — the larger half — is a row of open-air kitchens grilling lamb skewers, frying noodles, and steaming dumplings; pull up a plastic stool, point at what looks good on the neighbouring table, and order a bottle of cold local beer.
The non-food half sells silk scarves, hetian jade carvings (genuine and otherwise), camel-bone trinkets and tourist tat. Bargain hard. The market is one of the more pleasant places you can hang out in northwest China — well-lit, safe, sociable, and visibly mixed between Han Chinese, Hui Muslims, and travellers of every stripe.