GUIDEBOOK: For many bouldering areas, you can muddle along just fine without a guide. In Squamish, for instance, you can simply wander around the forest, asking for directions and looking for boulders covered in chalk. In Roy, however, you'll need a guidebook. Fortunately, Owen Summerscales has written an excellent (!) new guidebook for New Mexico bouldering, which covers Roy in some detail. You'll need it to find the roads to get to the boulders, and to find the boulders themselves once you're in the canyons. You can get it online HERE, or at many locations (climbing gyms, etc.) throughout New Mexico. I've heard that Ma Sally's Mercantile in Roy *might* be carrying some copies of the guide in the fugture as well. Regardless, buy a guidebook!
GROCERIES: The townspeople of Roy have been very (!) supportive of climbers visiting the area. In turn, climbers need to support the townspeople of Roy! We bought groceries at the Harding County General Store, right on the main road through town. They definitely had everything we needed, and the store was well stocked. So head into town on a rest day, buy some grub, chat with the locals, let them know you're there to climb.
WATER: There is no running water at the campgrounds, so you'll have to find water at some point. However, water is precious in the desert (and I as far as I know the citizens of Roy are charged for their water usage), so you should be prepared to ask (very!) politely for use of a tap. Alternatively, you can purchase water at the General Store. Sandy Ray (owner of La Casita Bunkhouse and the Mercantile) let us to get water from her tap, but we were definitely supporting some of the businesses in town. The people of Roy are amazing, but don't take advantage of them.
Alternatively, it might be possible to get water at the community center, but we never looked into this option.
RESTAURANTS and COFFEE: In Roy, there aren't many options at the moment. Luckily, the options that are available are good (and charming!). Lonita's Cafe will provide you with all the protein (lots of mexican options, of course) you're craving on rest days after a couple days of pulling on sandstone. However, it is not open early, and is only open in the evenings some days (mostly it's a lunch place; ask at Lonita's when you're in town for their hours). Claudia's Coffee Shop has hot fresh coffee, pastries, and all the western flavor you could want. They're both right on the main road through town.
WHERE TO STAY: There are free (and excellent) Forest Service campgrounds at Mills Canyon Rim and Mills Canyon (although the latter requires a drive down a sometimes-rough road). There is also distributed camping at trailheads, but be very conservative in your use of fire (in fact, open fires were banned when we were there due to dry conditions).
There are also options in town. If you have a larger group, and want to have a very comfortable trip, La Casita Guesthouse sleeps eight, has a great kitchen, and is very reasonably priced. There was also a cheap hotel in town, but we didn't investigate any further than a casual drive-by to look at it.
WHEN TO VISIT: Roy is clearly a shoulder-season area. Midwinter can sometime produce good climbing weather (apparently), but it can also be cold and snowy. Summer is hot (!), and there are mosquitos and rattlesnakes everywhere. Fall (October- early December) and spring (mid-February to April) are the best times to visit. Check the forecast before you go, and remember NEVER climb on sandstone during or the day after a rain.
REST DAYS: Activities are limited. It's a beautiful area, and the hiking looks amazing... but if you're climbing in Roy you're likely already doing a fair bit of hiking. There aren't any hot springs that close (although there are many west and north of Santa Fe, and one closer near Montezuma). We mostly just drank coffee, ate burritos and checked our email at Claudia's Coffee Shop, and rested in camp. The town of Las Vegas (no, the other Las Vegas) is only about an hour away, and it has all the amenities you might want for a night out. Bring stuff to do if you're planning on a longer trip!
One option that might entertain some people is contributing to the maintenance of the area. We saw very little trash, but if you're going to be there for a long trip it might be worthwhile contacting Owen Summerscales or one of the other Northern New Mexico bouldering locals about how you could contribute to trail work or other area maintenance. Give back, you'll feel better for it!
At any rate, I know I'll be heading back to Roy, maybe in November. Hope to see you there!