We love to hike in Millcreek Canyon with Shep. There's also fantastic hiking up Big and Little Cottonwood Canyons. The colors of the trees in October are always breathtaking!
If you don't mind crowds, go get pumpkin beer and beer cheese soup at Oktoberfest! It's held at Snowbird Ski Resort and it's free admission.
Walk around Main Street for shopping, bar hopping, or art gallery viewing.
If you're able to extend your trip and see a nearby national park, we highly recommend it! Arches National Park/Canyonlands is ~3.5 hours away Bryce Canyon National Park is ~4 hours away Zion National Park is ~5 hours away Yellowstone National Park & The Tetons are ~5 hours away