For the outdoors we've got National forests right here perfect for:
- target shooting
- exploring with a 4x4
Right here in Sac we have rivers and several lakes for:
- hiking along
- local camping
- wildlife watching
Locally you can go mountain biking on a huge variety of trails that covers every skillset possible, and if you want to migrate out of the free range, for $20 you can shuttle the Downieville downhill, which I highly recommend, not to mention the Tahoe Rim trail (free) or paid shuttle.
Alternatively you can head for Lake Tahoe which has a list of things to do, both at South Lake Tahoe and up on the North shore, though many are the same activities just more scenic: hiking, camping, etc.
Placerville is only about 40 minutes away and has a cool little downtown, a state park and a cave exploration thing you can do.
If you ride a motorcycle, you cannot beat roads like Icehouse Rd. and Wentworth Springs, providing amazingly scenic vistas as well as destinations.
Don't forget about the antique and art shows in downtown Sac held once a month or so, check out sacbee.com for details.
There is an annual Chicken Festival in Fair Oaks worth attending, though this year's wasn't as good as last year's, it was still fun, and free.
Of course there are all the things to do right here in Sacramento that are free, exploring touristy spots like Old Town, but also of course the actual state capitol, there are several microbreweries (ok not free... but beer, come on) There are also things like the indoor go cart race track that are fun to do. (also not free, but fun as hell)
Anyway that's some stuff off the top of my head, I'm sure there's things I'm leaving out but should be a good starting point.