If you like food (street food), you have to go to the night markets!
In Taipei, I would recommend - Shilin Night Market and Raohe Night Market.
If you like seafood, you should try Addiction Aquatic Development. It is a seafood market with very fresh seafood, very affordable! There are some restaurants (mostly standing).
I also recommend to take a day trip to Jiufen (Spirited Away inspired town).
For shopping, I recommend to go to Dongqu (忠孝 area). There are nice boutiques and all walkable.