You don't have to worry about anything when you come here. You can choose 5 star hotels, budget inns and even a backpacker's hostel.
Food isn't a problem. Just walk along the main Bukit Bintang Road and you will find a lot of hawkers selling different types of food - from traditional cuisine to western food.
Entertainment? You are at the right place. You can enjoy listening to music played by the buskers along the road. Even the restaurants have a live band performing for your entertainment during the night.
All these will go on until late after midnight. And you can enjoy everything till you can't walk anymore.