From Wes itself, you can get a 1BR apt for $650 to $750, I think. My friend's less than a block from the science center and paying $450. It all depends on what you want.
Public transportation exists but it's not like living in a big city. There are buses to Meriden (where there's a train) and Hartford (I think once an hour). However, if you want to go grocery shopping, you're going to want a car in the winter. Parking is really easy, available streetside (or you can pay for university parking, it's cheap). I doubt you'll ever drive anywhere on campus, I have a car but I use it almost exclusively to get to Hartford or restaurants. Most of the time it sits in a lot.
People are shockingly friendly at Wes. If you see someone doing something neat, just go up and ask and they'll be enthused to tell you all about it or let you join in. I did sailing on a whim with no experience. If you're into the idea of spinning fire (http://upload.wikimedia.org/wikipedia/commons/1/1b/Feuerpois02.JPG), they're incredibly friendly and always practicing.
I actually know a fair amount about the horse people at Wesleyan. Their barn's not too far away, I went to a competition they hosted once. I doubt they're particularly good but they are active. I can give you the email address of a few members if you want.
As for undergrad classes, I'm not entirely sure on the policy, and it depends a lot on the class, but I'm sure that you could get into something within those three subjects. I didn't really like the anthro class that I took but I do know a happy anthro major. It's not a foreign language per se, but I took a few semesters of American Sign Language, and I highly recommend it at Wes.