You can buy booze inside the stadium, also there is a bar called 'Tunnel bar' which is on the John Street side, has a big screen and £2 a pint (apparently, i've never been in as it's not usually open when we play, it's open on Sunday though as Sheffield United are on tv)
If you're coming on the train then check out the Sheffield Tap on platform 1B - literally hundreds of beers from around the globe, must be at least a dozen different beers just on the pumps. Also the Devonshire Cat on Division Street is 10 mins walk away and again has an incredible selection of drinks.
London Road is not too far from the ground and has a number of pubs on there, but before the game you're likely to find them full of football fans and it's not a place i'd really recommend.
Littlerich - long walk from the Middlewood Tavern!!