Just after the Cicada market
, the Tamarind Market is another Hua Hin night market only open at the end of the week. It is located on the outskirts of the city center on the road to Khao Takiab. There is a stage with live music and dozens of food and drink stalls. I particularly enjoyed the grilled pork ribs but you have a wide choice that ranges from gambas to Thai dishes, pizzas... You eat very well for cheap, even if you are a bit above the prices of less touristy night markets in Thailand and can in a nice atmosphere. Don't expect to buy souvenirs, the stalls here offer almost only food and drinks. The difficulty, on the other hand, will sometimes be to find a place to sit to enjoy your dinner.
Personally, I'd rather dine at Tamarind Market than at Cicada Market, but since they're really close, you'll be able to see both and decide by yourself.