A couple that come to mind are the wineries, the restaurants, and the parks.
With regards to the winery, there's Millbrook Winery on Wing Road. It's not just wine tasting they've got -- it has food, tours, and a gift shop if I'm not mistaken. You can easily eat up a big chunk of time right there.
There are some nice places to eat in town as well. Perhaps the best place to eat in Millbrook is Cafe Les Baux, which gets a very good Zagat rating. It's not the only nice one, though, as you've also got places like Aurelia (Italian food) and Charlotte's (fine dining), as well as diners and bars & grills.
Finally, Millbrook has some nice parks to check out. One off the top of my head is called Tribute Gardens, which looks great with all of its plant life in-season. It seems like a nice place for a quiet walk.
That's about as fun as it gets in Millbrook; it's a pretty small town and though it's very charming, it doesn't overflow with a ton of things to do like a larger city.
