No trip to Melbourne would be complete without a visit to one of the city's great food markets (Queen Victoria market, South Melbourne market & Prahran market are my 3 favourites). And from mid-November to the end of February most of Melbourne's markets are open late one night a week. There's live music, and stalls selling street food from all around the world. Snacks/dishes are usually reasonably priced (under $12) and there's a great atmosphere.
Queen Victoria Suzuki Night Market: www.qvm.com.au/snm/snm_home.aspx
South Melbourne Style After Dark:
www.styleafterdark.com.au/