If you reread the books, you'll see that weekends are mentioned often. Here's some activities mentioned, along with references for where you can find it.
-Sleep late ('kay, duh, bunch of teenagers, mostly taken from the Great Hall is much emptier for breakfast on Saturdays and Sundays)
-Quidditch practice (Ron and Harry in book 5 go out for a practice run, come in for lunch, then hit the field again with the whole team)
-Quidditch games
-Hogsmeade weekends (two dates mentioned for these, which just happen to fall on Saturdays at the time, are October 31 (book 3) and February 14 (book 5))
-Catching up on homework (mentioned a LOT)
-Hanging around the library (k, the example I'm thinking of is, I think, the second Sunday of Easter holidays, but I might be wrong, when Harry is in the library and Ginny comes in with the Easter egg in book 5 and tells him how horrible the Quidditch team is)
-Spending time outside (under the tree, playing with the giant squid)
-going to Hagrid's house (several times, the first one being in book 1, Harry, Ron, and Hermione spend a whole weekend day at Hagrid's hut. I think it's in book 3, when the guys aren't talking to Hermione, she spends a Saturday or Sunday there.)
-getting into mischief (seems like all the great adventures fall on the weekend after exam week... or some other weekends)
They are definately mentioned often, though... you couldn't expect them to work 7 days a week!