Huashan is a sacred Taoist mountain 120 km to the east. Bus go from the train station to the base. It is fantastically beautiful, but hard work to hike. I've got a whole page for it here.
When you're in Xi'an, you must go to Hua-shan, which is a breathtakingly impressive mountain range just outside of city. You can start climbing the mountain at around midnight. It well take you about 5 hours to get to the apex, just in time for the sunrise. At several thousand feet above sea level and sharp cliffs on all sides, sunrise on top of Hua-shan beats sunrise on a beach any day of the week !!
Xian is surrounded by mountains even though its hard to see same sometimes due to the dust. Just 1 hour by bus you can get there and are pretty much on your own.
Details and photos will be in Huashan, Shaanxi, China page.
Before I have time to write anything, read this fascinating hiking story: