I personally enjoyed massage places. (real ones, not the one with chicks) They were cheap and really good.
As for some more local stuff, the ABSOLUTE must eat IMO for Beijing is the beef intestine from this place:
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They have two locations but this is the one that's good (the other is not too bad, but not as good)
As far as other tips, you absolutely want to stay near subway stations within Ring3 (三環). Taxi is cheap, but Beijing is such a big city (5x bigger than greater Vancouver combined), if you end up in the wrong area, you could be looking 1hr+ commute from point A to B, not to mention the horrific traffic jam.