Hi Pixie,
While I know where they are, sadly I have never been there but hopefully I can make a trip there this year since it's like only an hour odd drive from where I live.
These monkeys behave almost like humans, soaking themselves in the onsens, looking at the creases on their palms, etc. Pretty good shutter chance since you can get to a rather close proximity of them but sometimes they might get offended. I would still prefer to frame them from a far for safety reasons.
This place has a lot of nice mountains and valleys for scenic photography. While you are here remember to sample the fruits and soba. Kyoho Grapes flavored Kit Kats which are limited to Nagano are really good as well. Of course you can try snowboarding or skiing and then go take a dip in the outdoor onsens whilst snowing.
Depending on how long and what you want to do here, these are pretty generic stuffs.
Hope that helps.