A car is essential. Thunder Bay is a spread-out city, and more importantly, the best things to do — Sleeping Giant Provincial Park, Kakabeka Falls, Fort William Historical Park — are outside the urban core. Thunder Bay Transit runs buses across both downtown cores, but routes are infrequent and the network is not built for visitors.
Rental cars are available at the airport. The city itself is easy to drive: traffic is light by any major-city standard, parking is cheap, and the highway system is simple.