Various bars: Around Xinhua Zhong Lu
On all four roads leading on to the roundabout by the Jiayuguan Hotel, there are small bars of varying quality and taste. Most (there are about eight) are kosher bars, and fashions change regularly so check which has the best atmosphere for you.
Fascinating local style: At night market in JiaYuGuan
This is our JiaYuGuan's nightlife spot in the wet market selling most of local everyday stuff. Not really a wet market but just selling all kinds of local made products. We were the only foreigners walking into the street but nobody care to look at us because this place is not a tourist spot, they have no ideas yet what to sell us. Anyway this is a place to go at night, good for photography.
Dress Code: Simple look will do but if you want to outshine yourself, go ahead, hahaha.