Another vote for Jackson Hole. Very cool place, and if you were stretching it longer, you'd be able to hit up Yellowstone and the Tetons as well.
My home state of NC is worth a mention as well. Go to Boone or Asheville and go hiking, biking (with either one, the blue ridge parkway is nearby), and kayaking. Or go out to the coast and play on the beach, go sea kayaking, climb up a lighthouse, charter a snorkeling tour (there are people who will take out out to neat places and teach you to snorkel, which is much less intensive than learning to scuba dive, though that could be arranged too).
Really, there are a hell of a lot of places where you could have a lot of fun.