One of my preferences, when travelling, is eating Street food. This probably most apply when travelling to non-western cultures; it is where I feel I get closest to the real deal.
It's supposed to be "safer" than eating the western food at restaurants. Not sure about that, I have have had my turns - but it is definitely a more exciting experience. The food is typically very cheap, quite healthy and very authentic (disregard the hotdog stand in New York - that is not good, healty or safe - it is street food however).