If it's on a stick, they'll eat it

Beijing is a veritable paradise of foods on a stick, or skewers/kebabs as most people know them. You can find them everywhere, from nice restaurants to the ubiquitous street stalls.
 
The most popular of these would be "yang rou chaunr", make sure to enunciate the ending "rrrr" for the local Beijingers. These are lamb skewers, grilled to perfection over coals and with handheld hair dryers, flavoured by Arab spices, and are most importantly, cheap. The average street stall will sell them from 0.5 to 1 yuan, a ridiculously small amount. This allows you to buy them in bunches of 5 or 10, which even the most tiny of people can finish. For the more adventurous, these stalls also sell other parts of animals, (eg. livers), as well as other meats such as chicken skewers, all for under 3-5 yuan each. These stalls are everywhere, and are usually attached to a restaurant. I highly recommend anyone to try them, and it remains one of the things I miss most of China.
 
For the tourists in Beijing, go to Wang Fu Jing (there's a subway stop, to the right of Tiananmen), where you will find a long row of street stalls that is especially nice at night. Here many exotic foods and desserts are on offer, most of it on a stick. From insects and bugs, to sugared fruit, WangFuJing is the place to be for foods on a stick. Prices are a bit much (perhaps 1 yuan more than normal), but you won't find scorpions on a stick anywhere else.
 
Finally, the restaurants. Surprisingly enough there are quite a few Arab restaurants in Beijing, and all will have kebabs. Most local chinese restaurants will also have them, especially the Muslim and Xinjiang ones. The prices will be much more at the westernized places, but the portions will be larger and more succulent.. I recommend you check out Souk, which was voted one of Beijing's best restaurants.
 
In all, if you haven't had some type of food on a stick in Beijing, you haven't experienced Beijing. Indeed, you have not lived life to its fullest yet.