Bus is the most economical way to travel. The airfare is around 5000 Baht round trip. You can fly to Udon Thani then take the bus to Sakon Nakhon but it's a pain.
The Dusit Hotel is 500 to 2000 depending on the room. There are cheaper hotels and more expensive hotels. I personnally stay at the Dusit Hotel when I stay in a hotel.
The web site
Sakon Nakhon "Live" has a map(click on maps then map by Google) with locations and some miscellaneous information.
There is a Big C and a Tesco Lotus in town. There are also some smaller stores, but with less selection.
There is actually a lot of night life, but transportation is a problem. There are no taxis and the tuk-tuks stop at 8pm but you can hire one for the day for about 1000 Baht. There are couple of places that rent cars, but since our new in town I would recommend a car with a drive. The other problem with the night life is that most of the girls don't speak much English.
I will be going in March but don't know what days yet.
If you need more info let me know.