night market in Beijing

I'll be in Beijing Qianmen Hotel Piaohomeinn in Xicheng District and want to know how to get to the night market where I can taste typical Chinese food, such as ants, grasshoppers, mice .... I am curious to try.
And also wanted to know since I'm traveling through the interior of China and still do not know the days I'll be staying in every city, can I buy tickets when I get to the airport? Or is it better to buy now and plan everything before I go. Thank you for your help.