1. Uetliberg accessible with a city tram is a nice area on the outskirts of the city that has an observation tower (just a short walk up the hill from terminal stop) with a wonderful view of Zurich and surrounding areas, also one can do
sledging there. Going there makes for a nice escape from the city (I think tram runs twice an hour).
2. Zurich card entitles you to a boat ride on Lake Zurich which runs several times a day in winter. It's a roundtrip ride of about 1.5 hr in length and starts from nearby the Park Hyatt Zurich. (one of the stops on the lake is where Lindt Factory is; although it is not too far from city center without a boat...).
3. free access to Kunsthaus, maybe the largest and best known museum (audio guide is so and so though). We also enjoyed Museum für Gestaltung (Design Museum) which has temp exhibits but is in a very modernist bldng of the early 20th c.
4. Winterthur, a 20 min ride is a suburb full of museums, including some good Photography ones. However, it is beyond the Zurich Card limits and one needs to pay a supplement.