There are many pretty temples, my favorite is Doi Suitep. It is on top of a mountain overlooking Chiang Mai. Very pretty and cool on top, wonderful views. You can get a songtow near the base of the mountain to take you up. Ask at your hotel, they can tell you a good way to get there.
One of the things the Thai love to do is hang out in a waterfall. This is very popular when it is hot. Find a waterfall (there are many nearby), wade in and find a nice place to relax with the water flowing over you. I have done this many times. Thai will invite you to share their food and booze. Very fun. about 9 years ago
I defiantly suggest the markets, there are many different markets, some just occur at night, some only on the weekends. Lots of things to see, buy and eat.
There is also the night safari a little bit out of town, and few of tourists things like that such as tigers, etc. about 9 years ago