The famous Irrawaddy Dolphins inhabit the Mekong below the Khone Falls. Some tours promise to take you to see them, but most never get very close. It is better to simply hire a boat and cruise around the river, stopping at islands and generally engaging in aimless exploration.
Si Phan Don is a good place to relax. For travelers, however, that seems to be the whole point of the place. Aside from the falls, there are no major sights.