Allalin
Visit the top of the ski resort, using the gondolas and the metro-alpin (http://en.wikipedia.org/w...). great views of the alps on a good day. in winter it can get very cold at the top, so wrap up warm. you can also have a meal in the revolving restaurant at the toppricey!.
Ski and snowboard
It's what it's famous for. the skiing and snowboarding is very catered towards the intermediates but there are a few runs for the more advanced riders. notably the plattjen lift has the more advanced terrain. the more easier runs can be found either in the village or on feechatz slope, just above langfluh. a quick word of warning about this run, it may be a nice run but you have to endure the longest t-bar lift (http://en.wikipedia.org/w...) and downloading is also recommended as the runs down are difficult for beginners and get very busy later on in the day. you can ski and snowboard all year with the exception of may and june, in the summer you can ski on the glacier with 8km of runs.
Walks
Their are many walks you can do, more of course in the summer months than in the winter months. among the best routes are the route from saas-fee down to saas almagell, which can be done in winter and summer. there is a bus to take you back up. there are many other walking routes including the monte rosa path (http://www.tmr-matterhorn.ch/). ask at the tourist office (http://www.saas-fee.ch/en/), also the location to buy hiking maps.
Snowboard Park
Increasingly popular due to the quality of the snow park. full information can be found on the snowparks web site (http://www.saas-fee.ch/fr...). the snowpark is open 10 months also and is increasingly popular with snowboard camps.
