There are a couple of boat tours that are fun. There's an ice cream tour -- you can make your own sundaes while the boat goes around the lake; on the weekends there's a brunch tour. The houses along the lake are spectacular. Popeye's is a neat place to eat. It's right across from the big boat house. Not too far from Lake Geneva (20 minutes?), you can go to Aurora University in Williams Bay and go the observatory (I would ask first, however; there had been some talk of closing it). Go to the Lake Geneva visitor's bureau website - there are frequently special events downtown. You didn't say how long you're staying -- if it's for a couple of days and you're up to a little drive (maybe an hour?) you can go up near the Dells and go to the Circus World Museum. That's a really cool trip -- old circus wagons, a circus show, and more. There's a lot of great shopping, but it can be pricey. Have a good time!
Erin