Ask anyone where the night market is - that is if you don't stumble on it yourself. Hua Hin is a small town and probably the smell of the many outdoor barbecues will lead you in the right direction.
You will find a long road where many booths have suddenly blossomed after dark - selling more varieties of food than you may have seen in your life. First just walk along and see everything. Notice where there are a lot of people eating (a good sign). There are lots of Thai foods you will not have seen before, most made to order. Some shops sell drinks, another fruits, another stir-fry...oh I wish I was there.
You will find one (or more) displays of fish on ice. I found a huge complex of chairs, tables, fish, and lots of cooks. There is a menu in English but a good thing to do is look at what others are eating and if you see something good ask for it. (I did this with a whole fried fish is a spicy chili sauce.) If you choose a whole fish you can specify small, medium or large (depending on the number of people); price ranges from about 3-5 dollars.
I had small clams in a savory sauce, followed by the aforementioned fish. Oh what a gourmet feast and my bill was under $6. Okay there weren't any tablecloths but there were stars (did I mention that the whole thing is outside?).