The off-campus dining around Wesleyan is fantastic. People come from miles around to taste the diverse cuisines of Middletown—seriously. It is the town's main allure. From Thai to Asian fusion to Italian to Mexican (surprisingly good Mexican, given how far away Middletown is from Mexico), Main Street has it all.
If you want to venture beyond walking distance, there are even more options. The Athenian (a 24-hour diner that doubles as a late-night Wesleyan hangout) has huge portions and low prices, and you can get ingredients to cook at the nearby Price Chopper or Stop & Shop. There are chains (Taco Bell, Domino's, McDonald's) a five-minute drive away, and even a mall with a nice food court 15 minutes away.