Pracha Rat Bamphen
Known by insiders as a very cheap place to shop, Huay Kwang is also a good place to get cheap local food on into the wee hours. It's an all-nighter and perfect for after-bar munchies. MRT Huay Kwang takes you to the edge of this sprawling market that spreads food stalls and restaurants among loads of clothing, cosmetics and what not. (But remember the MRT does not run all night.) Find it along Pracha Rat Bamphen from Ratchadaphisek Road to the Prachasongkro intersection. Peak hours are about 2-3am.