If you play for time, you delay something because because you are not ready or need more time to thing about it. Eg. I knew I had to play for time until the police arrived.
If a person or a thing is called 'small-time' it means they're inconsequential, not worth much, don't play in the 'big leagues', as in 'a small-time operator'.
If somebody says they'll do something some other time, they mean at some indefinite time in the future, possibly never, but they certainly don't want to feel obliged to fix a specific time or date.
A stitch in time saves nine means that if a job needs doing it is better to do it now, because it will only get worse, like a hole in clothes that requires stitching.
If you take a stroll down memory lane, you talk about the past or revisit places that were important to you in the past.
(You can also 'take a trip down memory lane'.)
The sands of time is an idiom meaning that time runs out either through something reaching an end or through a person's death. It comes from the sand used in hourglasses, an ancient way of measuring time.