There are no restaurants in Dan Sai. Some local cafes serve some good Thai food. You can get some gai yang or grilled chicken. Usually chicken thighs on skewers. Have some som tom or papaya salad. This can be quite hot, so if you aren't into spicy food -you may want to avoid this. Also, don't forget to have some sticky or glutionous rice with your meal. If you are vegetarian, you should stick to som tom and ask for less chili (it does have fish sauce in it). if you are strict vegetarian-you should pack food with you.
you can also get some fish or rice cakes.
There is a 7eleven type store further down the street by the wet market. They sell drinks and snacks.
There are no stores here, but there are some stalls that sell goods during the festival. You can buy phi ta khon tshirts, masks, sarong and maybe some textiles. After the festivities, you can buy masks off some of the troop members. They are difficult to bring back-so it's best to buy a children's mask. To transport it back you have to wrap the pointy edges-since most airlines think the edges are sharp. Had no problem bringing it back to Singapore. When i brought it to the usa(since it was a gift for my father)-the usa customs were quite curious about it.
For drinks-there is a 7 eleven type store that sells drinks and snacks.