This is a fun activity and I suppose I'm the only one around here that does this. It involves a gps unit, the internet and good hiking shoes. You can find lots of info at www.geocaching.com and see if there are any caches in your area.
Basically you look for a cache according to your zip code, then write down the coordinates and find it using your gps unit. When finding it you open the cache, remove something, put something back in and log your visit both in the logbook and on the internet.
Here's me after finding a cache....
Never Squat With Yer Spurs On