Sochaux is actually a suburb of a quite small town called Montbéliard, which sort of explains why the club's full name is FC Sochaux-Montbéliard. Montbéliard's main claim to fame is that it's where Peugeot are based. Having said that, it's in a reasonably attractive part of the world, not far at all from the Swiss and German borders. In fact, the area used to be part of Germany until 1793. Belfort, which is the nearest decent size place and is about 10 miles away, is more touristy and therefore has more hotels.

Getting there
The nearest airport is Basel, which you can fly to from Liverpool with easyJet. From Basel airport it's a relatively long bus ride into Mulhouse (€7.50, or €5.50 per person in a group of 4 or more), then about a one hour train journey (€19.50 return, or €14 per person in a group of six), almost certainly involving a change at Belfort. The absolute cheapest flight is from Stansted to Baden-Karlsruhe in Germany with Ryanair. Of course you've got to get to Stansted, plus it's a long journey at the other end and an early flight time coming back. Another alternative is flying from Leeds-Bradford to Paris with Jet2, then about a 5 or 6 hour train journey (train fare about 100 quid). The flight/train times are quite friendly. Geneva doesn't look that far away, but the transfer time and cost aren't good! Another possibility is Zurich, which can be reached using various scheduled and low-cost airlines. The train journey from Zurich is a reasonable 3 hours or so, and will cost about 45 quid return.

Places to stay in Montbéliard
There are quite a few decent hotels in and around Montbéliard. Be wary of booking into one of those a bit out of town though. The buses stop running before 9 o'clock, and it's virtually impossible to get a taxi after about midnight.
Tourist office hotel list
Another hotel list
Hotel de la Balance (central - map)
Hotel de la Balance (more info)
Hotel Bristol (central)
Formule 1, Sochaux (dirt cheap, bus 3 or 10 from Montbéliard)

Places to stay in Belfort
Hotel list
Logis de France (comes up with a couple of decent hotels)
Accor hotels (two more expensive options)

Guides, etc
Rough Guides (select France, then Montbéliard or Belfort)
Montbéliard tourist office
Montbéliard castle (some photos)
Belfort tourist office (in French I'm afraid)
Basel airport
Liverpool airport

Club/ground
Despite the club's name, the ground is nowhere near Sochaux. It's actually close to Montbéliard centre. It's about 15 minutes walk from the town centre, or 10 minutes from the station. To get there you go through the underpass to the south of the station. Be careful to turn right down Rue de Gruebwiller after a couple of hundred yards, then you turn left along Rue de l'Etang and keep going straight along until you hit the ground.
Map
Official club site
planetsochaux.com (supporters site)

Bars
There are a few places around the station. The obligatory Irish bar (O'Briens) is only open certain days, and opens at 6 on those days. It's directly opposite the station. Two doors away to the left is a nice bar that we spent most of our time in when we played there. As with a lot of the bars though, it shuts at 8. About 50 yards down the side of O'Briens is Route 66, which sells cheap filling food (with great 'proper' chips, ie not your usually continental skinny things), not to mention beer. After 8 o'clock it's hard to find anywhere open. Your best bet could be getting settled in a restaurant somewhere. And you'll find that house wine is just about the same price as beer in a restaurant, so it's definitely a option worth considering.