The cheapest gas prices will be in Belleview and Hailey ( chevron and albertsons). Gas in Idaho is typically more expensive then surrounding states.
Don't buy gas in ketchum or sun valley if you can help it.
Albertsons grocery store in hailey will be the cheapest grocery store within 100 miles. I'd suggest stopping at Winco or Costco to stock up on dry goods and booze
My pick for restaurants are (in no particular order): Wise guy pizza, KB's burritos, Jonny G's subshack, and Wrap City all located in ketchum. These places are relatively cheap and have good serving sizes.
If you are over 21 head to the casino on main street in Ketchum. Cash only bar with a few pool tables.
STAY OUT OF WHISKEY JACQUES! They will rob you blind for some shitty watered down mule piss.
There's not much else to do in ketchum and nothing to do in hailey after the mountains close.
Frenchmen bend hotspring is 20ish miles out warm spring road. You can't camp there but it's not patrolled regularly (mostly on weekends), but i wouldn't suggest camping overnight. the pools are right next to the road and they are usually occupied with friendly welcoming folks.
There's a bowling ally in the sun valley lodge.
The YMCA is on Warmsprings road. They have showers, a pool, rock wall etc. don't know how much a day pass is off the top.
You can park overnight pretty much anywhere in town, if you want seclusion drive out Trail creek canyon, Warm springs canyon, or north of ketchum on highway 75.
summary: don't buy things in ketchum, visit but don't camp at the hotsprings, don't drink and drive between ketchum and hailey
hope this helps