Fengjia Night Market runs every night around Feng Chia University in the north-west of the city, and is comfortably the largest and most varied night market on the island. Almost everything in Taiwanese street food has a stall here — bubble tea, fried chicken, oyster omelettes, stinky tofu, grilled squid, pepper buns — alongside clothes, sneakers, and arcade games.
The whole experience is loud and crowded, especially Friday and Saturday nights. Go early (around seven) for an easier walk, or after ten when the crowds start to thin. The cheapest and best taxi pick-up point is on the eastern edge by the university gates.