Gaomiao Temple. Multichambered Chinese version of Hell.edit
Shapotou. 沙坡头, Resort situated between sand and water, Shapotou Desert Research Center. Tourist area combines Tenggeli desert, Yellow River, mountain and oasis. Tickets ¥90 for park entrance, you then have to pay more if you want to do the attraction. You can choose a lot of activities in the tourist area - ride a camels, drift Yellow river...(extra tickets).edit
There are a number of budget restaurants near Gaomiao Temple for you to choose from, some of which may look awful but serve reasonable food. Zhongwei is a Muslim city so pork is hard to find. Also, most people eat noodles instead of rice.