On Mamai mountain, heliskiing
There's lots of cafes and restaurants in Baikalsk, but be sure to try the local speciality smoked Omul fish from Baikal lake. It's perfect.
The nightlife is not really interesting, unless you want to see how they do it a few thousand miles away from your home. Generally, the closer to the slopes, the better it is. The infrastructure at the resort is quite good, there's a sports center that has a sauna.
The closest hotels are Baikal and Sobolinaya. Baikal is located in the center of Baikalsk, about 2,5 km away from the lifts and only 600 m away from Baikal lake. Sobolinaya hotel, which is slightly more expensive, is located in the forest just 500 m from the lifts. The cheapest, but basic singles both in Baikal and Sobolinaya hotels cost 400-550 R ($14-20) per night. Basic doubles start at 700 R ($25). If you want better quality, you can get a single for 800 - 1600 R ($27-$54) per night, while a double will cost 1000-1500 R ($33-$55) per night in both hotels.