Sac State is right in the middle of a lot of shopping and dining venues, so if you like to spend money in a consumer paradise, you're in luck. If, however, you like to enjoy great landmarks and unique local attractions, you're going to have to work harder to find them. Aside from relics from the Gold Rush and some state capital buildings, Sacramento doesn't really have anything out of the ordinary, so it's not exactly a big tourist city. Raging Waters, the water park, is practically five minutes from campus, so feel free to visit when it's hot. There are also museums, concert halls, and sports arenas, but they're not as impressive as the ones in larger, famous cities.
It's not unusual for people to head out of town for excitement. One popular place is San Francisco, which is about two hours away. In fact, if you're in college here and you've never been there, lots of people will look at you funny. It's just a given that most Sacramentans have gone there at least a few times. Also, outdoorsy people might like Sacramento better because of the moderate weather. It's never too cold, so the environment favors rafting, hiking, biking, and running, among other things. Lake Tahoe is about two hours away, so head there for skiing and snowboarding.