In Lesotho:
Leribe - town in the north of the Country
Semonkong - pony trekking in the Highlands and to the impressive falls
Malealea - pony trekking in the Highlands from the large lodge
Thaba Bosiu - historic mountain fortress of the Masotho
In South Africa:
Ladybrand - the closest town across the border. A nice place to escape to if you are living in Lesotho and are craving Western-ness!
Bloemfontein - the nearest cinema again, will only be useful to know this if you are living in Lesotho!