Go into the Market Place and eat at the Westbury Hotel. Best food you'll get in town and it's a much better pub than the rest. After having a few bevvies there, you'll most likely end up wandering around to the four other pubs within 50 meters. Charlies is OK, but a bit packed. The Crown is quiet, The White Lion is...well, the White Lion. To top the evening off, stop by Ludlow's - it's the towns under-age-coke-den of a pub/disco. Don't dress too pretty. Ludlow's can be rather rough and the locals are suspicious of newbies - especially as Wiltshire's finest are often there to do a raid or sort out the riots. A fantastic time can be had in Westbury, you just have to be sure not to compare it with anything or anywhere you've ever been - otherwise it's depressing.