Night markets are common in the Chinatown district, but they are pretty touristy, so for a local experience, hop into one of the large, godown like covered markets in downtown. They usually have dedicated sections for different things, such as a halal meat market, a stationers market and massive cloth shops selling every kind of material you require. Unless you have a need for raw goat meat or to make a dress, there's no compulsion to buy anything (which is great for shopaholics), so wander around and soak in the sights and scents.