Going to Colmar is a good idea, it's not too far away, you could use the train and it's a nice place.
You could also cross the Rhine and go to the German city Kehl. You may also want to take a cruise on the Rhine.
You could take the train to Baden Baden - www.deutschebahn is your friend. The Strasbourg Tourist Office may also organise day trips locally so do contact them. Or try here www.regioscope.com/?Rpage=english/?Rpage= . The latter two are coach trips but you might find them equally interesting. I strongly recommend Colmar by train ... or you could go to Mulhouse for the Car, Wallpaper and Train Museums.