Ok, so there isn't a big nightlife scene. So what? Unless you have absolutely no sense of adventure, you should be able to find something to do.
First of all, yes there are Mormons here, and no, they don't run everything. If you're so inclined, you can find smoke shops, bars, coffee shops, and the like. There are stores to be found that are open on Sundays.
The Salt Lake Film Society shows a lot of independant and foreign films at two locations. The Broadway Center Theater is the perfect venue for these films, and has concessions you won't find at a standard cineplex, like gourmet chocolate and a variety of coffee drinks. They also show some Sundance Festival films, which is how I met Steve Buscemi. (Too bad I can't find that picture.) The Tower Theater is a single screen bohemian paradise. The lobby hosts movies for rent (on VHS, of course) from every concievable nationality and almost every genre. Next door you'll find a coffee shop and a gay adult novelty store.
If you're into cultural events, we have the Utah Opera, the Utah
Symphony, Ballet West, Rire-Woodbury Dance Company, and various arts festivals in warmer weather. If you want family fun, we have Lagoon (amusement park), various
water parks, the Hogle Zoo, The Livng Planet Aquarium, Clark Plantarium, and the Natural History Museum.
The main activity in Utah, though, is anything outdoors. Virtually any outdoorsy thing you might be into, you can find here. Camping, hiking, rafting, kayaking, hunting, fishing, boating, four-wheeling, snowmobiling, rock climbing, and of course skiing and snowboarding... just to name a few. My favorite is camping, and I've done a lot of it in Utah throughout my lifetime. There are hundreds of campsite options, including one I took advantage of a year and a half ago: primitave camping, no fee, no reservation, not even a dedicated site. While it's safe to say this style is best left to more experienced campers, I still had a good time, and learned a lot.
My point is this: don't dismiss the opportunity to try somethng new, and try, to quote the Utah tourism commercial, "Life elevated."