Change in Zumrut Jewellery on the Main Street, he will give you a better rate than the Official Change Office. Since the Change Office opened the other places cannot advertise that they change money. If you go to the Banks in Fethiye (take your passport) you will get an even better rate than in Calis.
Take your pick of the supermarkets Genpa is handy, near the aqua park. Then you have Migros and Tansas on the Sunday Market Road, both the same Company. Buy a card in either for 1 Lira and it enables you to have access to all the special members offers, so discount on lots of things, just show your card at the checkout.
Kipa is at the end of this road near the hospital. It belongs to Tesco, so you see lots of familiar products. Also Bim which is like Lidl's basic stuff, but cheap, however, no alcohol.