Cheap and Delicious
You can buy lobsters on many of the streets in Budapest and Hungry. Always in little places, similar to somewhere you'd go get churros. It's shaped like a pizza, but with churro dough, and they cover it with a multitude of ingredients. The most typical way is with cheese and sour cream, but there are some with bacon, ketchup, etc. The sweets there are good, but frowned upon by Hungarians because they're not traditional. The best place is right next to blaha luzja, below the Corvin Teto nightclub.