Nicholasville Road (major north-south artery) is just west of stadium parking areas. Starting at Southland Drive intersection (about a mile south of stadium) and continuing south is Lexington biggest commercial corridor. Every kind of fast food, Target, Walmart, Kroger, etc., etc., etc.
Also, there is an excellent German food restaurant called Marikkas. It's on Southland Drive, about 2 miles from stadium. Has probably best beer selection in town and a nice "sports bar" area and a more subdued restaurant area. If you like German food, it is very authentic.