In reply to Gav M:
After work, I would recommend that you do trailruns or hikes to Wildspitz, Rigi and maybe Gross Mythen. All very scenic and quickly reacheable from Zug. For planning your runs/hikes, check the detailed maps on
http://map.geo.admin.ch/ and reports on
http://www.hikr.org
There is not that much outdoor bouldering around Zug. There is some in Morschach and in Blattiswald near Steinerberg. Check
http://www.bimano.ch for the former and
http://www.juraclimber.ch/viewtopic.php?t=775 for a German description of how to find the latter.
For your last day: I would of course recommend to stay until Saturday. Of course it might be bad weather, but who knows. Oberalpstock is quite laborious to get to, although it is nice. Similar peaks with easier access would be Clariden (3267m), Schärhorn (3294m), Chli or Gross Windgällen, Sustenhorn (3503m), Urirotstock (2928m), etc. - the options are nearly unlimited.