Be sure to pick up a copy of Seven Days, an independent weekly available for free at many local establishments.  The arts and entertainment listings and reviews (for all of VT, not just Burlington) are indispensable.  You can also check them out online at http://www.7dvt.com/

And be sure not to miss Ice Cream Bob's, on the bike path across from the ECHO aquarium.  Bob is the genius behind the indescribably delicious maple raspberry twist creemee (that's a softserve ice cream, for all you flatlanders out there).