Aug 15, 2014 - 4:57 PM
Thanks for your post and welcome to MySwissAlps! Sion has a beautiful town center, so you can explore that when the weather is not that great. For other suggestions in the Valais region you can look here. Not all of those are close to Sion, but there's plenty within 2 hours of traveling.
The Chocolate Train is not an "official" scenic train ride, it's more focused on the cheese and chocolate factories and the town of Gruyères you will visit during the ride. It's quite a long day: first 45 minutes to reach Montreux where the train starts, then a full day of excursions, and finally 45 minutes back. If you are interested in the factories and the town it's certainly worth it. You can also visit one or more of the sites on your own by regular trains.
A really nice scenic trip is Sion to Brig, then change to the regional train that stops in Goppenstein and Kandersteg. Get off in Spiez, and change to Zweisimmen (Golden Pass route). There you change to Montreux and finally back to Sion.
There's also the Glacier Express, but it's only worth it if you're willing to spend 6 to 8 hours on board the train, spend the night in St. Moritz (terminal station) and travel back the next day, either via the same route or another one.
I'm not sure if you have looked into rail passes, but I'd recommend you do as soon as your plans are more or less fixed. It can save you a lot of money. All passes and help on selecting the right one can be found here: www.myswissalps.com/train/ticketspasses.