Anzère is perfect for nature lovers, it is a south oriented village surrounded by mountains, forest, and little rivers. And near this place, in Arbaz, there is a stars observation center.
Winter sports of course, going from skiing to snowboarding and excursions, in the summer you can do downhill vtt and paragliding, walking to the Wildhorn glaciers. There is also the "Course de cote" happening in spring, a sports car contest running down the narrow mountains roads. And you also have all the village fests that you can check out on the Anzère tourism website.
Local souvenir shops, hand-made jewellery, supermakets, ...
Local food (cheese fondue, raclettes, valaisan plates, ...) to pizza and sushis!
There are a lot of bars, especially when considering the size of the village. You can find some classic pubs to every age nightclubs, and even a live music bar (rock, reggae, ska, world) at the entrance of the village, called the Relax Bar.
All stars hotels, only one hostel, at the entrance of the village, called L'Avenir , which is great specially for backpackers.
Just take the bus back to Sion and then catch any train to any city!