Motorcycle rides all around the Moggollon Rim--Sedona, Payson, Prescott
Jeep trails all over the state--Crown King, Table Mesa, Four Peaks.
Mountain Biking everywhere.
Rock Climbing--CamelBack Headwall, Tucson Catalina Mts. Prescott, Flagstaff
House Boating on Lake Powell, Lake Mead
If it's outdoors AZ probably has it.