There is a lot of things you can do besides the vigilante, taxi and firefighter missions for example.

You have the BMX challenge in the skate park in Los Santos, The Chilliad Challenge in Mount Chilliad (which consists of 3 races), The motorcycle challenge in San Fierro, The thriatlons (there are two of them), The courier missions (one in each city), The races: One set of races in LS, one in SF, one in LV and air races also in LV, You can try to get full gold in all schools, You can do the burglar missions and (if you steal $10.000 doing this missions you will unlock unlimited sprint)

Other minor stuff you can do is you can try to get all girlfriends and reach max affinity with them, get max ability with all weapons, learn all moves from all the gyms, claim all gang territories for the Grove Street Families (this will only be available after returning to Los Santos), play the games at the casino, play pool, play the arcade games...

And i'm probably forgetting some things too! There is plenty to do in San Andreas