When I strolled through the town, I also found the entrance to an old arcade and walked in - and I was not a disappointed. The arcade looked very pretty and led into a big market hall. Unfortunately the market was not really taking place, there were only very few stalls.
The market is only taking place once a month, every second saturday each month, from 09.00am to 02.00pm. But even if it is not taking place, it is worth having a look - the historic market hall is really nice, and as I said, when I visited there were a few small stalls selling food, even if the big market was not taking place.
Between the town centre and the tourist information, there is a small shopping centre called "Bethel Square". It is really not big, but there are several chain shops inside as well as some small independent shops and a pharmacy. If you walk through and turn left at the car park at the end, there is a co-op supermarket which seems to be the only supermarket close to the town centre.
Inside of Bethel Square, there is indeed a small square with some benches - although this is a shopping centre, it is a very pretty place. The whole complex looks very nice and has a pleasant atmosphere, the architects clearly intended it to fit in with the architecture and style of the town, and I think they succeeded!
I call these shops charity shops as a sort of overall title. What I mean are shops like Oxfam, Red Cross or Cancer Research shops. In Brecon I went to the Cancer Research shop a few times. All these shops sell used goods, used books, sometimes also brandnew items which have been donated to them. You never know what to find, so it pays to look around.
I like the idea of getting a book for maybe 50 pence, reading it in the bus and returning it to the shop the next day.
What to pay: Anything from 10 pence to maybe 10 GBP. If there's anything more expensive, I haven't seen it yet.
Originally I had gone to the tourist information to find out about hikes etc, but I discovered there is a very nice little shop as well. I bought quite a few things, books about the area, local food. Later during my stay I had also been to the tourist information in Swansea, and while the staff there was just as friendly and helpful, their prices were quite a bit higher.
So I went back to Brecon information, to buy some more gifts.