Udon Thani has many different markets but the biggest and busiest are the night markets near the train station, they are a full on locals markets so most of the clothes, shoes etc are small sizes.
The food section here is amazing and everything is very cheap, so we spent most of our time here eating and trying some very different types of food. The pork on a stick was delicious, so very tender and only 5 baht a stick.
Freshly made little waffle type pastries at 5baht each, we lost count of how many of these we ate.
These night markets are open every day at 5pm and close around 11pm. There is also a bar area but as of our last visit they only sold beer.
Udon Thani night markets are an absolute must see and very easy to spend quite a few hours in there.