I've spent a few stints in Alpine for work and LOVED it. I'm usually a big city guy, but I love the feel and the way that's it's self contained. The people are interesting and surprisingly diverse.
I went to Marfa a couple of nights and didn't really dig it as much. There wasn't as much to do there it seemed. I heard all about the art scene, but did not see much. The restaurants are nice and higher end than what you'll see in Alpine. I ate at Maiya's a while back and was not impressed.
The Marfa lights are cool (it's one of those things you HAVE TO do when you're in the area).
I've wanted to attend a Star party up the road at Fort Davis, but have not had the opportunity.
Now, all my Alpine advise:
I would recommend checking out the Holland Hotel restaurant. Good German food and micro brewery. However, it looks like they may be undergoing renovations right now. It's also a neat place to stay...when open... Though I am a little miffed about their CRAPPY service the last time I was in town. And their inability to return emails or calls...
I spent a lot of time at La Trattoria and LOVE it. By day it's a cafe with a good menu selection. At night, they throw down table cloths and spice up the atmosphere a little. They have daily specials and a lot of the menu is italian food. It's all good. They have a good coffee selection and their house tea is Apricot (fairly common in Alpine). It's a great place to sit during the day and meet people, lots of artsy types. And they have Free WIFI!
La Casita was the best West Texas Mexican Food I had out there. Service is good. I recommend the Green Chile Burrito.
Bread and Breakfast is a popular breakfast spot. Typical breakfast fare and baked goods. I like it.
Magoo's Place is the other popular place for breakfast place. It's small, but is famous for their "Magoorito" (Bacon, Sausage, Potato, Egg, Cheese taquito)
Everyone raves about the Reata steakhouse. Probably the nicest place in Alpine to dine, good service, but nothing special about the food. I'd skip it.
Alicia's has the best burgers in town, don't expect good service though. The place is packed for lunch and I don't think they're open for dinner.
Alpine City Limits and Texas Fusion are decent, but passable BBQ joints.
Frederick's has decent Mexican food, also passable.
The worst place I've eaten in Alpine was the Buffalo Rose Saloon. Poor service and food.
At night, you have to go to Railroad Blues. It's a cool bar with plenty of live music and a good crowd every night. Tuesday night is trivia night, the host is hilarious!
Crystal Bar is just down the street, small dive bar. I've never been.
[This message has been edited by CDub06 (edited 10/14/2009 11:11a).]