The Lexington & Rockbridge Area Visitor Center publishes a useful guide, Rockbridge Outdoors, which gives a complete rundown of the area's active pursuits.
An avid outdoorsman, co-host John Roberts at Llewellyn Lodge organizes fly-fishing trips and hiking expeditions into the nearby hills and mountains.
Canoeing, Kayaking & Rafting -- The Maury River, which runs through Lexington, provides some of Virginia's best white-water rafting and kayaking, especially through the Goshen Pass, on Va. 39 northwest of town. The visitor center has information about several put-in spots, or you can rent equipment or go on expeditions on the Maury and James rivers with Wilderness Canoe Company, 631 James River Rd., Natural Bridge Station, VA 24579 (tel. 540/291-2295; www.wildernesscanoecampground.com). Call, write, or check the website for schedules and reservations.
Hiking -- Two linear parks connect to offer hikers and joggers nearly 10 miles of gorgeous trail between Lexington and Buena Vista, a railroad town 7 miles to the southeast. The major link is the Chessie Nature Trail, which follows an old railroad bed along the Maury River between Lexington and Buena Vista. No vehicles (including bicycles) are allowed, but you can cross-country ski the trail during winter. The Chessie trail connects with a walking path in Woods Creek Park, which starts at the Waddell School on Jordan Street and runs down to the banks of the Maury. Both trails are open from dawn to dusk. The visitor center has maps and brochures.
There are excellent hiking, mountain-biking, horseback-riding, and all-terrain-vehicle trails in the George Washington National Forest, which encompasses much of the Blue Ridge Mountains east of Lexington. Small children might not be able to make it, but the rest of the family will enjoy the 3-mile trail up to Crabtree Falls, a series of cascades tumbling 1,200 feet down the mountain (it's the highest waterfall in Virginia). Heartier hikers can scale up to the Appalachian Trail on the mountaintop. Crabtree Falls is on Va. 56 east of the Blue Ridge Parkway; from Lexington, go north on I-81 to Steeles Tavern (Exit 205), then east on Va. 56.