The following is some brief information on the major towns near to the Canyoning Areas around Sydney, aimed at outdoors people.
Katoomba is one of the major towns of the Blue Mountains. It has numerous eateries, outlets of three major supermarkets (Coles, Woolworths and Aldi), and many other shops and stores besides. Most of the shops are on the main street (Katoomba St), or in the block bounded by Parke St, Waratah St, Katoomba St and Bathurst Rd, and there is a small shopping centre off Parke St which has one of the supermarkets in it. Katoomba also has a number of outdoor stores, as well as several guiding companies. If you're looking for canyon-specific gear, your best bets are Summit Gear or Paddy Pallin. Katoomba can be accessed by train on the Blue Mountains line.
Other Blue Mountains towns
The other Blue Mountains towns that sit in the canyon band are Leura and Wentworth Falls (east of Katoomba), and Medlow Bath, Blackheath and Mt Victoria (north west of Katoomba). All are much smaller than Katoomba.
In order of size (at least as far as shops, cafes and stores goes), Leura is the largest, followed by Blackheath, Wentworth Falls, Mt Victoria and Medlow Bath. Leura has a large supermarket and many restaurants and cafes. Blackheath and Wentworth Falls both have small supermarkets and a number of cafes and restaurants. Mt Victoria has several cafes, and Medlow Bath usually has a cafe, plus the Hydro Majestic if you can afford a luxury high tea!
Lithgow is a large town on the western side of the Blue Mountains, and in the middle of the Central Tablelands. It has a number of pubs and other restaurants, outlets of three major supermarkets (Coles, Woolworths and Aldi), and many other stores and businesses. The main street is called (surprise!) Main St, and there are a number of stores in the block bounded by Main St, Lithgow St, Bridge St and Mort St. There is also a large shopping centre a few minutes from Main St known as the Lithgow Valley Shopping Centre, which has two of the three supermarkets in or nearby. It doesn't have any outdoor stores per se, though there are a few places (eg Bunnings, Target, R&K Gas Supplies) where you can purchase certain items of camping gear, mostly for car camping. Lithgow can be accessed by train on the Blue Mountains line, though you probably need a car once there to get around.
Oberon is a small town on the western side of the Blue Mountains, in the Central Tablelands. It has a few restaurants and cafes and a couple of pubs. It also has two smaller supermarkets (Supa IGA and Foodworks), as well as a number of other stores. The shopping strip is a couple of blocks long on Oberon St. Other than some general purpose camping gear, there aren't any outdoor stores in Oberon.
Goulburn is the major town (technically a city, but at a population of 20,000 it's easier to think of it as a town!) of the NSW Southern Tablelands. It has many pubs and restaurants, outlets of three major supermarkets (Coles, Woolworths and Aldi), and many other stores and businesses. The main shopping strip is five blocks along Auburn St, stretching to the streets either side of it. There are a few camping stores, but mainly selling gear for car camping. Don't expect to find anything relating to canyoning.