Plenty of delicious dishes can be found in the market, in front of the bus station, or in the pedestrian zone downtown. Cheap (but spicy) food is the norm, with plenty of meat options. Vegetarians better find a Chinese restaurant, many of which are north of the main square ("Grape Girls" square) (ai li re zi kuai can dian) on a parallel alley on the eastern side of the bazaar opposite the long-distance bus station serves excellent laghman (noodles), baked dumplings and barbecue skewers. Try the tandoori lamb or lamb dumplings in black-eyed pea soup for a different taste of Uighur food you won't find in other cities in Xinjiang.

Night Market, Guanghui Street, near Bezeklik Street. An alternative to the night market outside the bazaar, this option is more for locals than tourists.  

Drink
Wusu beer - all around Xinjiang. Probably only 4% chinese beer.

John's Information Cafe in the back of the Turpan Hotel sells wine, beer and imported spirits. Grab a bottle to enjoy under the grapes on their patio. (The white wine is maybe the best in China).