You could catch an event at Saitama Super Arena, a stadium in Chuo Ward. It's also full of great shops and restaurants, so you can spend the afternoon having a wander. If you think Saitama Super Arena is cool, you also might like Nack5 Stadium Omiya and Saitama Stadium 2002, both located nearby.
Explore the great outdoors at Hitsujiyama Park, a lovely green space in Chichibu. Make time to visit the temples and monuments while you're in the area.