Eat pintxos (small tapas)
Walk to Getaria (next town to the west from Zarautz) has open grilled, small bars and best seafood
Day trip to San Sebastian - both train and bus depart from Zarautz regularly
Day trip to Bilbao - catch the bus from Zarautz
Lots of hiking
Zarautz San Pelaio festival (26th-28th June)