I used to go down there all the time. My brother even lived there for a year. The Heritage is a good place to stay. If you have kids there is lots for them to do. The old Sheritan is good as well, but I think it is called something else now (not that that will help you any). It is located on the south side of the main drag east of the Heritage. It has a huge American flag on the west side of it.
Near the State Fair grounds is a shopping complex that has Big Bear Sports, Target, Correll West Ranchwear (best western store around if your in to that kind of thing). If you are into hunting and fishing, or even just camping, Big Bear is a must and so is Shields at the Mall. Both stores also have a tonne of sporting equipment and apparell.
The mall is ok. When I was a kid I thought it was awsome. But like someone else said, it doesn't really offer anything that you can't see up hear except for Victoria Secret.
The Country Kitchen on the North side of the mall parking lot used to be an excellent restaurant. If your into the bar scene, there is the J-Bar-T down by the fair grounds. It is country and western. There is also a night club up on the south east side of the old Sheretan hotel.
If your into exotic dancers. Head down the main strip to the east part of town to the playground, south side of road. You won't believe what kind of attention you can get for a dollar from the lovely ladies.
The Lewis and Clark Museum is a good place to visit. Also the C.M. Russell Museum is good as well (He is the most famous western artist ever).
Other than that. Have fun. And don't drink too much of that cheap beer.
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