You must go to the hot springs. Once a locals only treasure, it has now become quite touristy, but it is still worth the visit. Go early (4-5 pm) to beat the crowds. No better way to finish off a day of great skiing and great apres skiing than taking a soak in some naturally heated pools of water!!!!!
You can't go to Steamboat in the winter without hitting the mountain (on your skis or on your face like I did it)
Riding... Snowboarding is all about freedom…strap a board to your feet and push off down the mountain!
If you're there during Independence Day catch the firework show. Just park your car along main street and sit back and enjoy the show.