The rail system is probably the easiest way to make it into Sion. The route the goes through Sion starts from Brig and goes toawrds Montreux.
This area is excellent for hiking in in alpine valley. See Swiss Architecture and go up the hills in the edge of town which has the Church and Castle located on top of them.
The Basilique de Valère and the Château de Tourbillon are must sees in Sion. They are relitively easy to walk to and the views are breathtaking.
Basilique de Valère - The Valère basilica (Basilique de Valère), is a fortified church situated in Sion. The church (Notre-Dame de Valère) was built during the 12th and 13th centuries and obtained the rank of minor basilica at the time of the visit of Pope John Paul II in 1984. This church is a sample of genuin Swiss architecture.
There are many stores located on the main street.
Plan wisely, this area can be a little expensive depending on the time of year. And during the winter months many Hotels and Hostels will be closed so if one is plaining on making Sion more then a day trip, try to come after April.