We high tailed it out of there. Another warning is don't fuck with the metro in that city. I know in Prague a lot of people scammed free tram rides but in Budapest there are inspectors everywhere who purposely target tourists. A lot of backpackers forget to validate their ticket after they buy it. When you change lines you have revalidate it.
Inspectors regularly hand out fines that on a budget really hurts.
My experience varies a little. After leaving the roach resort we took the metro to a highly recommended hostel The Station. Bought our tickets, got them validated. A subway inspector stopped me, asked for my ticket, said I didn't pay, even though it was validated, and demaded money. Then he started demanding my passport and credit card.