Regular bus services run between Hereford and Brecon, stopping at Hay. The nearest train stations are Builth Wells from the west (19 miles away) or Hereford from the east is 22 miles away. For up to date information, have a look at Traveline Cymru. There are also plenty of local taxi firms that will be happy to help you reach your destination.
Hay-on-Wye has a wide range of primarily independent shops. There is also a Co-op supermarket and many independent butchers, bakers and delis in the town.