Several buses a day run to Castelbuono and Palermo from outside Cefalù's train station. As with the train, the journey from Palermo is about 1 hour.
During the summer, a few hydrofoils run to Palermo and the Aeolian Islands.
Cefalù is small enough to get around on foot.
There are plenty of local restaurants around the old town.
There are several hotels dotted around town. A room can be found as cheap as €20 for two people in the old town. A tourist map may have its location, but the friendly locals may also be able to point you in the right direction. A four star waterfront hotel is also available on the main street that runs along the beach.