In addition to getting lost and crazy in the marketplaces of the Medina, there is a lot of beautiful places within walking distance that you should visit in Marrakesh. Here are the ones we visited and that I also recommend:
El Badi Palace
A ruined palace, you have to pay a small entrance fee but worth to visit.
A big palace and set of gardens, you have to pay a small entrance fee here also, but it is worth it.
Slat Al Azama Synagogue
A beautiful Jewish Synagogue in the Jewish quarters of Marrakesh.
Tombs that is the final resting place of the Sultan Ahmed el Mansour and his entire family.
A Jewish cementery.
A renovated palace, we were a bit sceptic since it costed 4,5€ / person to enter, but it was actually worth it. Beautiful place.
Be aware though, close by all these places there is people trying to tell you that they are closed and that they will bring you to something more worth visiting. Do not listen to them, it is not true. All of the above mentioned places are open every day.