train

For background, readers can see your earlier questions, in which you already debated the Glacier Express options, i.e., 8 hours direct to St. Moritz and overnight there or turning back earlier on the route to return to Zermatt on the same day.

So now, if you're considering a different direction of travel altogether, I guess you could head toward Martigny at 2 hours each way or Chamonix Mont-Blanc station in France at 4 hours and 3 connections each way. Perhaps someone else will judge the relative merits of the scenery.

They're all first class train rides if you buy a first class ticket.
One option is to take the Glacier Express to Brig, there is a reduced reservation fee for doing just that leg, then switch to the "Loetschberger" Regional Express to Spiez. This will take you over old route up the "ramp" to the old Loetschberg Tunnel then down the other side with some big switch-backs. You could return the same way, or speed it up by taking the new mainline through the new Loetschberg Base Tunnel and changing to Zermatt at Visp.
Another option is to take the Glacier Express as far as Disentis/Muster and turn around an take the Glacier Express going the opposite direction back to Zermatt. The section between Andermatt and Disentis/Muster is the most scenic section IMO, going over the Oberalp Pass. The Glacier Express always stops for a half hour in Disentis/Muster anyway to change crews. One financial issue is that you will have to pay the reservation fee twice, but not if you take regular trains without panorama cars on the return.