If you'd like to inject a little more culture into your escape, put Gumma Glass Art Museum on your list. Check for guided tours or just browse around in your own time.
When you've finished up at this museum in Shibukawa, why not make your way to Ikaho Onsen, Mount Haruna, and Bukkohosui Temple? They're not far from Gumma Glass Art Museum and also a hit with tourists.