This is on every night, but Wednesdays are the best night to go.
It was a fabulous experience primarily because we were with a local. Many stores are aimed at the Japanese tourists, but there are gems of local craftsman. We had local Chamorro foods (excellent and inexpensive) and our local friend introduced us to real artisans. Check out the Coconut crabs. There are local vendors with traditional Chamorro jewelry and carvings. If you can, make time for the traditional cultural dancing by local kids, check out the joy on their faces, and their parents faces in the audience.
Take a cab if you can rather than drive yourself as parking is a premium.More