I was there a few years ago and stayed in Merville Beach, which was walking distance into Grand Baie. There were some bars / restaurants in the town which was good, I likewise hated the idea of being 'trapped' in a hotel for two weeks. Dont remember them being overly expensive. Was there in a Sep and the weather was great. Hired a jeep and explored, while poor, the people are very friendly (as very reliant on tourism) and we vistied some inland waterfalls, the western coast and a crocodile farm etc. I enjoyed it overall but then again the weather was great so chilled a lot.