In order to get out to do all this stuff, we do a good bit of camping, and enjoy sitting around the fire. We have a two-person Mountain Hardwear tent we've been very pleased with -- it has a large vestibule and a window through the fly (useful for a morning weather check. Camping is also a great cheap way to get out of the Phoenix summer heat. Convenient places to go are Flagstaff, were we camp at Sunset Crater National Park or in the National Forest along Schultz Pass, and the Arizona White Mts., where we camp at Big Lake or in the Apache-Sitgreaves National Forest.
We try to go rock climbing at least once a month in season, most frequently to Upper Devil's Canyon in the Superstition Mts. We've also been to Lower Devil's, Eurodog, and the Mines area locally, and, farther afield, to Enchanted Rock in TX and Smith Rock in OR. We've been climbing 5.10 runs with a reasonable degree of success, and hope to start doing more lead climbing this year.
The Southwest has lots of great hiking. This year, we made it down into Havasu Canyon, which is roughly 10 miles either way, with some spectacular waterfalls and an Indian village at the bottom, and up into the Enchanted Circle area of New Mexico for a three-day backpacking trip up to Wheeler Peak.
Paula rode her first and probably only race last March, in the McDowell Mountain Cup (well, she finished, and not last, either). Mostly we just like to ride for fun, on South Mountain and in the McDowells. We recently found a great trail in the White Mountains, the 7.5-mile Indian Springs Loop (9 miles if you start from the Big Lake campground).
Before we moved from Houston, we also did lots of rowing with the Bay Area Rowing Club of Houston.
In Portland last June, we got to go windsurfing, too, for the first time in a long while. It was pretty cool to be in the Columbia River Gorge, but we went to a fairly calm part of it (and a good thing, too, says Paula! Especially after the wind decided Ted needed to be a lot farther downstream.
The Great Outdoor Recreation Pages and Outside Online have some good information and links for most of these sports.
Campfire at Sunset Crater