Totally agree with Rob. Christmas markets can be very busy places. Had a flickrmeet on Sunday around the German market here in Manchester and attempting to use a tripod would have been mad! You say your after some night shots? I'd suggest a fast lens for the whole day. Get some good candid shots of people too!
Rob, one of the guys I met up with on sunday is a rail nut. He swears blind that you are allowed to take photos in stations as long as you don't use a tripod or flash. Here's the link to his stream on flickr,
http://www.flickr.com/photos/jelltecks/
but as usual not all station staff are aware of company policy.
Edit; Just realised that that is the same insurance company I've just started using. Are they any good Rob? PM me.