For many people visiting Greece, Delphi is not a destination on its own, but a side trip, or a small day trip, usually from Athens. But if you’re using Delphi as a home base for a few days and want to get out of town, there are a few options. To do this, you generally will need to have your own car. There are regular buses from Athens to Delphi, going ever 2 hours.
A popular choice to get on a 1 day tour bus.. e.g. Chat tours. Where u get a tour guide, food, time to rest and shop.
Buses piking you up from your hotel in Athens and dropping you of at your hotel at the end of your trip.

If you want to get out of town to do a little shopping, head for the mountain town of Arachova. This town is an easy drive of about 6 miles from Delphi. The town is famous for its hand-loomed rugs , wool bags (tagari), and blankets. Head to the main street in town and go shopping for a number of different crafts, ranging from weavings to copper products and woodcarvings. There are stores here that sell beautiful antique reproductions as well.
Also Delphi is a village once again filled with a lot shops and you will be able to find a lot gifts to remind you of your holiday.
jewelry is a very popular item sold in Delphi, since the art has been going through generations.

The town is quite a bit more crowded in the winter, thanks to its proximity to a ski resort. If you plan to stay overnight, rates during the winter can be at least $100 more a night than other seasons.
Choosing to stay in Delphi would easily be a much more economic choice, with a greater variety of cafes, shops, hotels clubs.

Also during the summer there are many plays put on by famous directors, in the old theater.
Also the Acropolis rally is held in the area around every year, if coming at the right time you could easily see rally cars whizzing by in the dirt roads for practice.
Another attraction, except for the world famous ruins, (oracle, sphinx, temple of Athena etc), is the Seferis museum- he won a Nobel prize.

Unfortunately many people consider Arachova a great locatian but if asking many Greeks it is considered to be very expensive, and very tourist like location, not like many traditional Greek villages.
If you want to save your money, instead of wasting it at expensive hotels and cheap quality foods, Delphi is the way to go.