I work a lot of events (food festivals, tennis tournaments, etc.) that can run into the late evening and by the time I leave often many of the local restaurants are closed or about to close. Also, by that time, I just want to sit down and put my feet up without having to spend an hour or more to eat.
When I'm working an event that I know has those kind of hours I'll usually book a stay at something like a Marriott Residence Inn or a Hyatt Summerfield Suites---places that have a kitchen. When I get into town to do the setup, one of my first stops is at the local supermarket and I lay in some basic stuff like pasta, salad mix, fruit and veggies. That way, when I get off work I can just go 'home' and do something quick while I kick back and watch a little TV.
The other thing that I like about those kind of hotels is that I can usually pop in for a quick breakfast that they serve or I can stock in some bagels, cream cheese and fruit and relax in my room and watch the morning business news. Personally, I really hate to have to waste an hour at Denny's and spend $10.00 on a really crappy breakfast.