Trains set off from west Urumqi every 20 minutes from 8am to 10pm every day. It costs 30 to 36 RMB per ride depending on the class of your carriage. It takes from 2.5 to 3 hours depending on traffic. There is now also a train line, fast train (a little over 2 hours) is ¥24 for a hard seat, slow train (about 3 hours) is ¥12 but they leave far less frequently.
Local buses cost ¥1 per ride, taxis start at ¥5 and you should be able to get to most places in town for less than ¥10. It's quite beautiful to walk around any time but in winter. The temperatures will stay between -20 and 0 C.

Located in an area farther from the nearest seacoast than any other region on land, Shihezi has a continental semi-arid climate, with very large temperature difference between summer and winter. Monthly average temperatures range from −15.3 °C (4.5 °F) in January to 25.3 °C (77.5 °F), and the annual mean temperature is 7.39 °C (45.3 °F). Precipitation is very low year-round, with an annual total of only 206 millimeters, compared to the annual evaporation rate, which is usually more than 1,000 millimeters.

Take a bus to NanShan - part of the TianShan where you can see from town and go hiking. It's 2 hours' drive away from the town. There are quite a few camp sites if you want to stay overnight.