You will like to visit all of these,
1. Samadhi Mandir
2. Dwarkamai
3. Museum
4. Nanda-Deep
5. Various temples inside the temple premises (Lord Shiva, Lord Ganesha, Lord Shani, Lord Hanuman, Lord Datta)
6. Sai Satya Vrat Puja/Sai Abhishek Puja
7. Khandoba Mandir
8. Prasadalaya
& You can also visit Sakori which is 5 km from shirdi. This is the place of Sai baba's disciple Upasani Maharaj, whom Sai baba gave self-realisation. (1870-1941)
Also in general you can admire the serenity & nature of this holy place and also have some Perus(Guavas), sugarcane juice etc.
Om Sai Ram