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Parks for skiers and snowboarders are available in the ski areas in Saas-Fee (Morenia in winter, Allalin Glacier in Summer) and Saas-Grund. Especially the one in Saas-Fee is quite extensive and is increasingly popular with Snowboard camps.
Visit the top of the ski resort at 3456 metres altitude, using the gondolas and the Metro-Alpin train, considered the highest subway in the world. Great views of the Alps on a good day. In winter it can get very cold at the top, so wrap up warm. You can also have a meal in the revolving restaurant at the top (but it's pricey).
This museum is housed in the old clergy house, which was built in 1732. It has exhibits on the traditions of the Saas valley as well as the history of the local tourism.
Quite surprisingly for a town with barely 300 inhabitants, Saas-Balen has two churches. The smaller of the two churches is not in use anymore. This is the third church built in the same spot after the previous two have been destroyed by falling rocks. The current building was erected in 1812 and is known for its architecture, notably its circular shape.
100 km in winter, 8 km in summer, 21 lifts
This is quite a huge ski area starting from Saas-Fee itself. From the village, there are 3 cable cars: Alpin Express and Spielboden, which lead to the same connected area and the separated Plattjen. While there are a couple runs for advanced riders (notably at the Plattjen area), most of the slopes are catered towards intermediate skiers and snowboarders. The easier runs can be found either in the village or on Feechatz slope, just above Langfluh. A quick word of warning about this run, it may be a nice run but you have to endure the longest t-bar lift and downloading is also recommended as the runs down are difficult for beginners and get very busy later on in the day. Special passes are available if you only want to use the Plattjien area or the lifts in the village.
35 km slopes, 6 lifts
This area is located lower in the valley in Saas-Grund. It is much smaller than the Saas-Fee area, but still has quite a few good runs. There are two main cable cars, with the upper one reaching 3100 metres altitude. As opposed to Saas-Fee, which is mostly built on a north face, this area gets much more sun, which is good during cold January days, but which makes the snow more slurry during spring.
14 km slopes, 7 lifts
Another alternative with a smaller area.