But how would it be if you could visit one venue and try a multitude of activities? Well, you can...
TYF No Limits Adventure Centre, in St David's in Pembrokeshire, has been open since 1986 and offers enough white-knuckle activities to satiate the most hardened thrillseeker.
Surfing, trailing, cliff-climbing, kayaking and coasteering are all available - if you have enough energy. The centre prides itself on its ability to satisfy a wide range of x-treme needs.
If you're a beginner, there are plenty of activities that aren't too taxing (you don't even have to be able to swim) but if you're more experienced, there's plenty of opportunity to take things to the edge.
"We aim to get ABC1's (25-45 year-olds) but we also attract lots of families and corporate groups," says manager, John-Paul Eatock. "We can teach groups of up to 100 in number [one coach/guide per eight guests] and can house up to 38 people with overnight self-catering or catered rooms.
"It's perfect for people who haven't tried such activities before, but is also challenging enough for those who are more experienced."
The coast adjacent to the centre boasts some of the best surf in the UK, with many waves travelling over 2,000 miles before hitting the beach.
But if you prefer to find adventure on land, the Pembrokeshire coastline offers soaring cliffs and booming swells.
And canoeists can improve their kayaking and "rodeo" skills (where competitors deliberately roll their boats through swirling currents) on some of the most challenging runs around.
"We have off-shore tidal races called 'bitches'," says Eatock. The tongue- in-cheek euphemism highlights their degree of difficulty for kayakers.
"There are shallow reefs where the water flows over like a river. There are 'boils', 'whirlpools' and big standing waves. It's so challenging that we run international rodeo kayaking here."
True thrillseekers will more than likely head straight for the "coasteering", which TYF invented. It involves traversing the face of Pembrokeshire's magnificent cliffs - at sea level. In return for a large measure of bravery, this combination of climbing, swimming and cliff-jumping offers the biggest buzz among all the centre's activities.
"Coasteering involves doing all the things that your mother told you not to do as a child. You put on a wetsuit, buoyancy aid and helmet and go down to the base of the cliff," Eatock explains.
"You then have to work your way along the cliff face. If you fall you fall into the sea. You also have to be wary of waves that can come up onto the rocks and sweep you into the water. You have to be quite confident because you sometimes have to jump from one rock ledge to another while avoiding oncoming waves."
While confidence seems to be an important requirement, disregard for personal safety seems equally important. Thankfully, TYF staff are all fully trained and will guide you during your activities.
While the centre is dedicated to providing thrills there is also plenty of opportunity to relax, to sit around, exhausted, in the evenings, telling tall stories by an open fire...
"We have a 19th-century converted windmill with a hotel attached to it as well as a cottage," Eatock explains. "There are beautiful remote sea cliffs which makes us very popular. People can come here and get away from it all. But we're only about four hours away from London."
INFO Contact St David's Adventure Days, 1 High Street, St David's SA62 6SA or phone 01437 721611 or freephone 0800 132588 for additional information on activities and a free brochure.
TYF courses run from a half-day, full-day and weekend stay.
Prices range from pounds 17.50 (half day) to pounds 160 for a weekend stay, with full board and activities included
WIN ... a free weekend break for two, with full board and activities included, at TYF No Limits Adventure Centre.
Twenty runners-up will each win a free copy of the brand new No Limits magazine. If you don't win the trip to TYF the magazine will give you plenty of other ideas for adrenaline activities from around the world.
Send your name and address on a postcard to Alister Morgan on X-treme, TYF No Limits Competition, The Independent, 1 Canada Square, Canary Wharf, London E14 5DLReuse content