Got the sleeper train from Euston up there a couple of years ago. Didn't spend much time in Fort William as was visiting brother in law who lives on an island further south, just off Oban.
Didn't seem like there was much to do in Fort William itself, but Ben Nevis and Glencoe are on the doorstep and the world mountain bike championships were being held when we were there.
Nice day out would be a trip down the coast to Port Appin and take the ferry across to Lismore. Skye isn't far away either.
Apart from the whisky distilleries, it's all outdoorsy stuff so pack your walking boots (and waterproofs, although they haven't had much rain for months on the west coast apparently).