The beauty of south-central Colorado, where the Rockies flare into the San Juan and Sangre de Cristo mountains, is that you’re always within two hours of world-class, well, everything. When I come here, I pack my mountain bike, climbing shoes, and kayak. The hard part is deciding which to grab first. Crag rats: start 90 minutes north of the New Mexico state line at Penitente Canyon, a climbing area on the east slope of the San Juans filled with 5.5–5.13 sport routes (plus a sweet rock painting of the Virgin of Guadalupe). Camp at the canyon’s foot ($5 per night; Bureau of Land Management Saguache field office, 719-655-2547), then drive 90 minutes east to Great Sand Dunes National Park and spend a day hiking up and rolling down the mammoth 750-foot drifts. Next stop: the funky mountain town of Salida and the ridgetop Tudor Rose Bed and Breakfast (doubles from $100; thetudorrose.com), which puts you within spitting distance of the epic 36-mile mountain-bike ride across the Continental Divide on the Monarch Crest trail (shuttle to the trailhead, $20 from High Valley Bike Shuttle; monarchcrest.com). The next day, cool off with a quick float down the Class IV Arkansas River—a Colorado classic just minutes from Salida ($95 per person; kracolorado.com).