There are many hiking trails and gorgeous mountain views along the Annie Lake road! You can also go on dog sledding tours out there in the winter months.
The Lorne Mountain Community Centre is located at the beginning of the road and has a great trail network that turns into a groomed ski trail in the winter (bring cash with you to pay for use!)
The Annie Lake road is just far enough from the city that it allows for some amazing northern lights viewing as well, so bring your camera and head out for a nice nighttime drive from September-April if you'd like to see them! You just need to drive far enough down the road to when the mountains open up around you!
There are often grizzly bears along this road in the summer, so you may be able to see some cool wildlife while driving! As always, make sure to stay in your vehicle and respect the bears by keeping your distance, not staying too long, and not interacting with them in any way!
The road starts with cell service, but you quickly lose it as you drive farther down. There are many houses along the road as well, so make sure you aren't exploring around someone's property!