I believe that a fundamental aspect of any solid adventure traveler has to be a desire to see both ends of the experiential bar graph. Everything from the very expensive downtown city setting (spending several hours at a luxurious spa in Las Vegas) to the very humbling (standing atop a mountain looking out at the vastness of nature).
In that light we've become very fond of jeep tours. Small groups of people off-roading into the natural environment in search of a great view, or hidden treasure.
The below trip (video here) was taken just outside Sedona, Arizona. The view before us is what is called the Verde Valley -- our hotel in Jerome looked back from approximately the opposite side.
Part of experiencing the world is getting out of our hotels and going out to see it for ourselves.