Hike or bike the newly completed Wales Coast Path, a nearly 900-mile traffic-free route with far-ranging views of rugged highlands and cliff-hemmed coasts. Sixty miles outside Cardiff, the RSPB Rhossili Coastal Trail is perhaps the most dramatic section, offering a secluded six-mile hike winding along sandy beaches and past craggy sea cliffs. Halfway between there and Cardiff, Ogmore Farm Riding Centre offers horseback treks along the beach (from $38).
Trade your hiking boots for a wet suit and helmet to experience the relatively new adventure sport called coasteering, a blend of rock climbing, cliff jumping, and swimming into sea caves that was invented locally in order to explore the rocky coast at sea level. Head to Pembrokeshire on the southwest coast, where the sport was pioneered, for a beginner-friendly half-day adventure led by Celtic Quest Coasteering ($69).
Strap on a headlamp and head to the bottom of Big Pit (free admission), a coal mine turned museum that lowers visitors 300 feet underground for 50-minute tours led by ex-miners (free). Afterward, stop into Blaenafon Cheddar Company to sample Pwll Mawr (“Big Pit”) cheddar, a strong, farmhouse-style cheese that is matured at the bottom of the mine shaft.
Brave rapids without leaving the city at Cardiff International White Water (from $77), a man-made, fully contained rapids course set in Cardiff Bay. Here you can learn the basics without having to deal with dangerous rocks, then get right into the water and try river boarding, which is essentially white-water rafting on a body board. To raft under the illuminated skyline, sign up for Friday night, when the price drops to $58.