Once I opened up quite a few shortcuts around Firelink, Undead Pariah, and the Berg the game became quite a bit more fun. Found an undead vendor in the berg. She only has arrows. No bow
The first merchant you find should have a bow, the undead guy that's outside sitting on the ground putting things into a basket and talking to himself.
If you mean the woman in the sewers, you're a bit ahead.
Here is a video showing you where he is:
http://www.youtube.com/watch?v=iKwWCxN-W9Q