Welcome!! Where do you hail from? US or UK?
Feldberg is the nearest resort of any size to me and I know it quite well. Saying that I have not been this season as I always seem to forget to get off the train in Freiburg and end up in Switzerland to snowboard
There is enough to do there for a couple of days including a couple of nice black runs. Nightlife is interesting!! If you like drunk locals opening bottles of beer with a petrol driven chainsaw in a very small bar

I do stay down there sometimes but it's a series of little hamlets rather than a resort.
If you want a bit of urban nightlife the Freiburg would be a better option than Baden Baden, as it's not full of millionaires and pensioners!! Don't get me wrong, it's beautiful but not thrilling at night unless you like to gamble as BB has an absolutely stunning casino.
Might see you down there that weekend, have fun.