There is an airport with almost daily flights from/to Casablanca and a, recently introduced, regular flight to Las Palmas, Gran Canaria. Air Arabia Maroc also flies twice a week from Marrakesh. The airport is located right outside of town (about a 5-10 min drive). There are taxis waiting outside the airport.
Supratours and CTM buses run to and from Agadir (c. 20 hours, MAD350). Supratours has two buses per day, while CTM has one. Be prepared for countless checkpoints along the way.
There is only one road running south from Laayoune, Dakhla is well signposted.
The city centre is small enough to navigate on foot, and you can walk there from the airport. The zone between Boulevard Mohammed V, Rue 4 Mars and Boulevard Oued el Makhazine is mainly a pedestrian area with lots of cafés and street shops that gets quite animated in the evenings. Should you want to head further out, petits taxis abound and are metered.
A bike ride down the West Coast road parallels the endless beach, and dead ends at the dismal Ville de Pêcheurs, filled with heavily modified boat handling tractors.
Many western tourists come to Dakhla to go kite surfing. There are a number of so called camps (actually bungalow hotels) on the northern edge of the lagoon, about 30km out of town. Standards are rather high, as are prices. If you are interested, you can find enough information about them with internet research. There are also windsurfing and quad driving opportunities. Most of the camps work with pre-booked tourists and have no office in the town centre so, if you come without arranging in advance, you will have to drive out with a rented car or a taxi. There is a kite shop next to the Supratours office at the waterfront that can be helpful.
Bike rentals are available from Dakhla Ride Adventures, North of the main town gate.
Groceries: there is a small indoor market in the town centre on "rue el makouama" (on the left coming from the lagoon side) and also a supermarket on the same road (on the right).
There is a big indoor market with lots of fish stands south west of the town centre. Local Sahara Jellabah
Many patisseries offer cheap pastry. The restaurant at Sahara Regency hotel has decent European food, though the choice is limited. There are also numerous eateries in town. Casa Luis offers Spanish food and beers. Villa Dakhla and Palais Rhoul are high end, with alcohol available.
There is one shop where you can buy alcohol. It is an unmarked door facing the street to the right of Hotel Doumas.
There are plenty of budget hotels clustered around the city centre. Just go from hotel to hotel and ask for prices and to see the room. Most only have twin rooms and you will pay almost the same price if you are alone. Prices start at MAD60 for a room with shared toilet and bathroom. Prices, as always, are negotiable.
There are a few camping spots by the road to the north of Dakhla. Camping Moussafir is a popular spot with overlanders, and is located just south of the first checkpoint out of town.
Ticket for any bus heading north can be bought at the corresponding agency, they all have offices around the town centre (Satas is a bit further south).
South to Mauritania
Supratours runs a nightly bus south to the Mauritania border. The bus leaves from the waterfront office at 23:59 and costs MAD150, arriving at the frontier at 05:30. At the border you have to arrange a lift through the No Man's Land as it is not permitted to walk through.
The easiest possibility is to go early in the morning to hotel sahara (06:30-07:00 should be fine) and ask around as Mauritanian drivers wait there for passengers. The price per seat in a normal car (with 3-4 passengers) is about MAD300 to Nouadhibou. You might also want to ask around hotel Sahara the evening before.
Finding a lift is usually not a problem. You can try to get a lift from overlanders (ask around at Camping Moussafir) or catch a ride with the Mauritanian traders, who gather on a lot opposite from the first police checkpoint north of Dakhla (take a petit taxi to get there for about MAD15-20, or walk the 7km).
Be prepared to spend several hours on both sides of the border. For the road prepare plenty of copies of your passport to hand over at the checkpoints on both sides. The Mauritanian visa must be obtained beforehand (the easiest way is to obtain it in your home country). Be sure to check the current situation beforehand.