Adventure spas are a relatively small group of spas that take you outside your comfort zone with opportunities for all-day hikes, rock-climbing, mountain biking, horseback riding and challenges that are sometimes more psychological than physical. These are some of my favorite adventure spas, which all challenge you in different ways.
The premiere example of an adventure spa (in fact it came up with the phrase) is Red Mountain Spa in Ivins, Utah. It challenges visitors with hiking at every level of challenge, mountain biking, rock climbing, flatwater kayaking, and forays to Zion National Park where you can do more serious hiking.
I consider Miraval in Tucson is an adventure spa because of its impressive challenge course where you do things like climb up 25-foot pole, then jump off, or race down a 1,000-foot zip line. It's also known for its Equine Experience, where you learn about yourself by working with a horse. But in many ways these are pychological adventures, and most don't require a high level of fitness.
Rancho La Puerta in Baja California is an adventure because it offers a high level of challenge with all-day hikes into the mountains. (Just getting around the place is a work-out, because it's hilly and spread out.) And there's non-stop exercise classes and interesting speakers from the outside world, which can be an intellectual adventure. A pre-dawn hike to their fabulous organic garden, where they serve breakfast at their cooking school, feels adventuresome as you set out in the dark. And all the meals are an adventure because the food is so good and you are likely to make new friends. Though it's right across the border, you're aware you're in another country, also an adventure.
There's nothing like saddling up and heading out into the Sonoran desert to make you feel like you're on an adventure. This historic dude ranch in Wickenburg, Arizona, has been all about horseback riding, at any level of skill, since the 1940s. It really has an "Old West" feel. The small but sweet spa in a converted adobe-style ranch house is a great place to work out any kinks if you're saddle-sore. You can also shoot at its Trap and Skeet Range.