Could get the train to either Denby Dale or Brockholes/Honley and get a bus direct to Holmfirth from them (15 mins ).
For pubs there is a bar in the venue or there is Herveys wine bar and The old Bridge Hotel both next door to it or there is plenty of pubs within the town within a 10 minute walk from the Picturedrome.
As for staying over, what guest houses etc there is down there tend to be a bit pricey due to the tourists that turn up, there is one or two places not far away from Holmfirth that are a taxi ride away .....
[url=http://www.innkeeperslodge.com/huddersfield-kirkburton/Kirkburton[/url
[url=http://www.midgleylodgemotel.co.uk/Tariff.htmlMidgley[/url
[url=http://www.whitehorseholmfirth.co.uk/#Jackson Bridge, this is the pub used in the tv show last of the summer wine !![/url
Or depending on the time, jump on a bus back to Huddersfield where there is more choice for rooms etc.
Take time to have a wander round the town too if you can - i grew up there and its a smashing little place
Its a cracking, intimate venue BTW if you've never been before !.