Cycling is popular in this area and you can inscribe to do the Subaru & Trek Challenge in October, where the beauty of the landscape contrasts with the physically challenging race which isn't suitable for all. You can do downhill runs around the Mirador zone with fast and technical stretches. Due to the steep terrain around the surrounding landscape, there aren't many other activities on offer. There is however a cinema and a spa and wellness centre which has live music around the heated swimming pool at night.
Valle Nevado is quite an expensive place but they do offer generous hospiltility and quality gastronomy. You could rent a car in the city of Santiago and drive up to the station. Chile's capital has many cultural activities and entertainment options. A good alternative is to visit some of the national monuments like the Metropolitana Cathedral which is in the city centre, or the National History Museum in the Plaza de Armas.