Where to Go Shopping like a Local in Chiang Mai? Chiang Mai's night markets provide some of the best shopping experiences, featuring a remarkable range and variety spread throughout the city. If you visit during the weekend, you'll have even more options, with entire evenings devoted to browsing, shopping, snacking, and soaking in the atmosphere. Besides the typical tourist souvenirs found nationwide, many of Chiang Mai's markets offer a more captivating shopping experience.