Breckenridge Advice

Hi,
we are going to Breckenridge in a couple of weeks. Having never boarded in the US any info on the area would be appreciated, i.e. things not to miss, places to eat/drink.
also, is it cheaper for us to find a supermarket on the drive from Denver or will we find WALMART or similar in or around Breckenridge
Thanks for reading and hopefully replying,
Merry Christmas,
Matt