This is a good spot for birdwatchers. The nearby saltpans act as a magnet for migrant waders and wildfowl on their way from Africa to their breeding grounds in Europe each spring. Cap de Ses Salines, Mallorca's southernmost point, is another good spot for birdwatching.
The town itself makes a pleasant place to stroll, with an abundance of local Santanyi sandstone which turns golden in the sun. Just outside Ses Salines, on the road to Santanyi, is Botanicactus, one of Europe's largest botanical gardens, with bamboo and palm trees and, extraordinarily diverse in form, dozens of varieties of cactus.
Otherwise, there are several cycle routes in the area, on mainly flat ground making cycling an excellent way to explore the area.
There are also several coastal walks you can enjoy, the tourist office will be able to direct you.
Head to Colonia St Jordi for watersports and wonderful beaches. You can also get the boat from here to the protected Cabrera Islands off the south east coast.