Try the Marquis of Anglesey in Covent Garden which is a great area for pubs etc as the lady above Jill suggested

The last train to Ealing is about 11.30, Piccadilly Line to Acton Then District to Ealing BUT the best thing to do is go onto tfl website, ‘journey planner’ then you can put in time and date you will be travelling and get an accurate, exact route and timings also it will give you any planned closures for that weekend that may affect your journey. Hope this is helpful.

I found tickets very pricey at booths . I bought ticket directly from official websites. Choice of seats are also available, you can ask your hotel reception for printout

I wouldn't make a special trip just for the market, but if you're passing through Leicester Square have a wander. Hyde park winter wonderland is extremely busy. There is a very lovely Christmas market along the south bank all the way up to tower bridge which makes for a lovely walk with places to stop for food and drinks.

Wont let me post the link. If you type Leicester Square Christmas market into google you can follow the prompts.

Actually is not that expensive and it hasn't got a big queue.

To take the buses you MUST get an Oyster Card (it's approx 1.60£) - I would not stay in the hotel. Actually London was designed to look good in grey weather. Lol. You are 10 min walk from Covent Garden - lots of shopping. A few tube (underground) stops from the famous Harrods. Oxford street - lots of shopping is a 20 min walk away. You can get to the British museum, the national Gallery, Churchill War Rooms, National Portrait Gallery, Westminster Abbey all on foot in under 20 min.