If you are ever in Hua Hin then the Cicada Night Market is well worth a visit. Located south of the town towards Khao Takieb it is easily found as it is right outside the Hyatt Barai Hotel.
From Hua Hin town it will only take you about 10 minutes in one of those little tuk-tuks for a fixed price of 160 Baht. (Tuk-tuks are best avoided in Bangkok but out there there are only Songthaews and Tuk-tuks and the prices are pretty much fixed, so they are OK to use. In fact it cost me 160 Baht 3 years ago to go to Khao Takieb so it hasn't changed)
The Cicada Night market is set in its own grounds and has a large eating area, where you can buy all sorts of Thai foods and then sit down and relax after you have tired yourself out walking around the stalls. You need to buy meal tickets first, unless you are an exceptionally large eater then 100 Baht per person is a good guide.
There are usually twice nightly shows in the small amphitheatre; the show is likely to change but the night that we were there it was someone playing novel musical instruments. Pipes filled with water and little handbells, that sort of stuff.
The interesting thing about this market is that for the most part the stall holders are selling novel handicrafts and things that you would not see anywhere else. Unlike most Thai streetmarkets this would be a good place to go and buy little gifts for the folks back home. I was actually pleasantly surprised by what was on offer.
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