Hotels in Kastoria tend to be overpriced, especially close to the bus station. The town also gets pretty crowded, even off season, as people come here to buy furs any time of year. Advance reservations are a good idea if you don't want to be hunting for lodgings. There are some good tavernas in the town with reasonably priced magyeirefta (Greek standard casserole dishes).
An interesting village, at only 14km distance (to the south), is Omorfoklissia, where Muslims lived before the compulsory 'population exchange' of 1923. The houses are of mud brick construction and there is a 14th century Byzantine church as well with a wooden carved relief icon of St. George, which is believed to date from the 11th century. The church has a high cupola and an attached belfry.
Siatista, 70km to the south of Kastoria, was also a significant fur center with some arkhondika (18th century), which can be visited. One of them, which belonged in that century to Hatzimihail Kanatsouli, the first two floors of which are still occupied, can be visited. It is located at Mitropoleos 1. The unoccupied upper floor has some naïve murals of mythological scenes. Other interesting mansions are the Nerantzopoulos on the upper square , and the Manoussi (1763) located in a valley below the Kanatsouli, where there are a few others as well. 17th century frescoes can be seen at the church of Aghia Paraskevi located in the lower platia. The town has most of the services visitors might need, though good restaurant options are limited.
Nymfeo is 60km to the northeast from Kastoria. You'll need a decent vehicle to negotiate the last 9km, which is steep and all hairpin turns. This hill town, which sits on the steep eastern slope of Mt. Vitsi, has stone houses with lead roofs and a tower, and is generally overpriced. Though it has become a trendy town for the well-to-do from Thessaloniki, it is not terribly friendly to non-Greeks, nor are there many signs in English (or at least there weren't in very recent years). Perhaps the best thing about this town is its position on the E4 trail. There is also a horse stable here, run by English owners, with rides offered. Winter sports are also an option.