Sondrio - the town itself is not so noteworthy though it does have a few nice monuments and churches. However it is a great location to explore the surrounding mountains and ski resorts. It won alpine town of the year in 2007.
The Sondrio province is a mountainous region with lush green valleys in summer and isolated white gorges in winter. Lombardia is not as well advertised as the Sud-Tirol/Bolzano area of the Italian Alps yet it is just as scenic and tourist ready. The province borders Switzerland to the north and the plains of Italy to the south.
Milan and the rest of the Italian lakes await in the rest of Lombardia. Venice is not far away either. Switzerland is just over the border and there are many scenic mountain passes to help you get there.