The local market (Thursdays) is just off the main Kata Rd. Here you will find the locals buying their fish and spices. A very interesting place for the first-time traveller to Thailand. Beware of the shrimp paste. At one end of the market near the main road to Chalong you might just see an old man shelling coconuts with a very old, and dangerous looking machine.
Try to find the sauna in the jungle. It has an old copper water boiler that looks like a kettle, there is a cafe there and a plunge pool. They put tree bark in the water to make the steam smell like menthol. The sauna can be found on the right, about 10 min walk at the south end of Kata along the road that takes you to Chalong Bay.
There is a small shopping area called KT Plaza (next to Black Canyon Coffee); selling souvenirs and apparel.