Where is a good place to park when going to the stockyard exchange for the cattle drive?

There are many areas for payed street parking near by, as well as a couple parking lots as well. If you're looking for free parking, you'll need to park a few blocks west

what days do they hold the herd drive?

Few blocks west is best

We parked up near Billy Bob's, toured the town and ended the evening at B B's. It is a fun afternoon.