3 things I always try to do, and highly reccommend;
The horseback riding at Fort Wilderness, as mentioned above - especially late afternoon/just before dusk. A memory to last forever - in parts you could be anywhere but WDW.
A walk around other resorts; last time we spent a few hours walking around Crescent Lake looking at The Swan, Dolphin and Boardwalk and their architecture (or just enjoy the walk) and a look around the Contemporary (my bank balance can`t stretch that far for lodging

)
Take a `slow boat` out from the Village Marketplace and explore the canals of old Lake Buena Vista (and cry at the Treehouse Villas now), and sail down to Port Orleans
Ontop of this, try some of the Minature Golf - Fantasia Gardens is great at night, with the floodlit Swan and Dolphin as a backdrop and watching Fantasmic!s finale fireworks over the road.
If you fancy it, spend some time at DisneyQuest and walk around Westside, Pleasure Island and the Marketplace during the day; if you`ve only been at night its like a whole new area.
longfamilies list gives me some ideas for our next visit too! Some of these `out of the park` experiences hold memories for me on a par with the best theme park experiences.