If hiking is what you want, you are right near Bald Knob, a short, fairly steep but great view out to the lake and Mt Shaw
http://www.nhtourguide.com/hiking/mt_shaw.htm
Or go further north to Mt Chocorua
http://hikethewhites.com/chocorua.html
Mt Major is a great view from the other side of the lake as pointed out previously - can be real busy.