Pretty much what everyone said already, although unfortunately the snow is pretty sheisse here atm, we badly need some fresh. Personally I prefer the Rendl side of St Anton for skiing, with fun runs through Hinter Rendl, also the Stanton park is up there.
Ski show is on a wednesday at 9.
Also apres ski in KKs on a thursday is a must. Mooserwirt is generally always busy, good spots to go out in are Postkeller, Bobo's, Bar Cuba, Scotty's and Kandahar (if you can speak Swedish)
If you're interested in doing anything besides skiing, there is a nice climbing wall in Arl Rock which is beside the train station. Gym, pool etc is available as well as an ice rink.