So the sun is shining...Take the Spieldboden gondola up first thing in the morning, the slopes up on the Längflue are the first ones to get some sunshine. Come lunchtime make your way across to Morenia where you can sit outside and sample the buffet. While the sun sets as early as 2pm in December and January come February and March you can enjoy a beer sitting at the Mühlebar in town while the sun sets behind the majestic Alphubel.
The restaurant Gletschergrotte can be accessed from the slopes as you ski down to the village; the Schäferstube is on an elevated site in the village (access via the Stadelwald lift) and offers a beautiful view of the Allalin glacier and its slopes.
Don't feel like skiing? Hike up to the Hannig and have lunch at the Alpenblick or the Bergrestaurant Hannig. Feel adventurous? Rent a sledge and take the Hannig lift up and sledge down into the village again
So the sun is NOT shining...no need to panic, Saas Fee offers lots even on a dull day. First of all - make sure to check out which lifts are running: http://www.saas-fee.ch/en/skifahren/offene-anlagen/saas-fee/
All closed? Take a hike to the Waldhüs Bodmen (on the path to Saas Almagell) and enjoy lunch while observing the hens, rabbits and sheep sharing the restaurant with its patrons. A really nasty day and you don't feel like staying outside at all? Go to the local museum or spend a few hours at the public pool & spa, massage included (Aqua Allalin).
The Märliwald above the Wildi area in Saas Fee with its fairytale theme amuses children of all ages.
More suggestions: http://www.saas-fee.ch/en/wandern/ausflugsziele/