One of the things I love about Taiwan are the night markets, especially on a cold night.  The smell of food and pumping music gives you the energy need to dive into the crowd. You can shop and eat your way until the wee hours of the night. There are dozens of night markets in every city in Taiwan. Shilin Night Market is one of the larger ones in Taipei. (You have to check out Keelung's too!)  

Shilin is the most popular amongst the tourists in Taipei. it has everything: food, shopping, carnival games, etc. It winds itself through several city blocks. If you don't believe me, watch this clip. I shot this hyperlapse while looking for a friend who happened to be at the other end of the Shilin market! Shilin is a night market maze worth exploring.