I wanted to grab some exercise on a recent trip to Myrtle Beach, SC and found that the paddleboats at Broadway at the Beach were not only a good way to burn some calories, but a lot of fun too. When I came home I did some research and found a nearby park with a lake that offered hour long paddleboat rides for a reasonable price. It is a large lake so I am able to explore new parts each time I go out.
Bike riding is a hot sport. If you don't have a bike many tourist friendly towns offer bike rentals and will even steer you on the right direction for a fun adventure.
Join a Sports Team
Sports teams are out there for people of all ages. Check with your local parks and recreation office, or search on a site like Meet Up for teams near you. This is not only a fun way to get some exercise, but a great way to make new friends as well. If you aren't keen on joining on your own round up some friends and start your own team.
Rollerblading or Ice Skating
Hit the rink and have some fun. Go to a rink where you can rent blades or skates or purchase a pair of your own. These two sports offer indoor and outdoor locations, and beyond the exercise factor make a great date too!
Indoor Rock Climbing
Many indoor rock climbing clubs offer day rates for people who want to try out the sport. A great resource to find one near you is IndoorClimbing.com