You can go to Mcleodganj. There you can trek to Triund, and overall mcleodganj is a nice place. From there you can go to Bir Biling if are interested in Paragliding
Most of the adventurous destinations lies in Himalayas. You can take a halt in Mandi for Prashar Lake trek. You can also do fishing in Barot Valley near Mandi. There are numerous adventure activities in Rajasthan also.