My husband and I did this quite a few times. We went to an apple farm and made homemade applesauce. We attended concerts in the park. We attended the live theater by going to the box office on the day of the performance and getting tickets that were a fraction of the cost. Some additional ideas: stroll through an open market, tour the local courthouse or walk the downtown streets. Do anything that's different from your typical date night. The combination of breaking your routine is a great formula for feeling more sexual.
One of our favorite staycations happened when we were offered an overnight package at a local hotel, including the room, dinner, massages and breakfast. We drove 20 minutes from our house to our "home away from home" and arrived just in time for happy hour. The bellman took our bags, and we settled into comfy rattan chairs on the patio, chatting with other guests.
We met one couple who had driven over four hours and one couple who had flown from another country to make this hotel part of their vacation experience. Their jaws dropped when they found out that we lived a short 20 minutes away.
Most people remarked at how lucky we were to live here (we agreed) and they asked us why we would go such a short distance for our "vacation." We told them that the stress of packing our bags, waiting in lines at the airport and the cost of traveling was working against what we wanted to get out of a vacation in the first place: a relaxing way to be together. (Not to mention, the sex on our staycations was incredible.)