Each Sunday evening in Chiang Mai there is the famous walking street markets.
We went at 4pm when some stalls were still setting up but it was in full swing pretty soon after that.
The whole vibe was fun and relaxed. There was such a diverse crowd and it was fun to people watch while we had a family foot massage. There were many street entertainers and it really started to get busy as the sun went down.
I found it really worthwhile going if not to go overboard with shopping (could be done easily) but just to be in amongst it all!