You must definitely try the local Thai food here - Pad Thai, and mango Sticky rice and others. There are many fresh fruit juice stalls, and many other food stalls which sell seafood, chicken, pork, and vegetarian dishes.
Get there before sunset if you want to visit the temples as they are more prominent during the day. Otherwise, you can reach a little late because the market is at its best after the sun sets.
From San Patong to the market, a yellow mini van will cost 20BHt and a red mini van (probably private run minivans) cost 40 BHT. Food can cost from 10BHT for snacks to 100BHT and above. But usually a 30-40 BHT meal fills you up. Massages are 80BHT for half hour.
04:00 PM till Midnight (every Sunday)
How to get there
If you are staying in the city then its easy to walk till there. Otherwise, there are yellow and red mini vans and tuk tuks which run and to and fro to the gates just outside the market to the nearby places in and around the city.
By Nics10 (Own work) [CC BY-SA 3.0 (http://creativecommons.org/licenses/by-sa/3.0)], via Wikimedia CommonsAnjuna
By Dominik Hundhammer (User:Zerohund) (Image by myself) [GFDL (http://www.gnu.org/copyleft/fdl.html) or CC-BY-SA-3.0 (http://creativecommons.org/licenses/by-sa/3.0/)], via Wikimedia CommonsVagator and Chapora