You’ll get plenty of exercise hoofing up and down El Prado but you don’t have to head far out of town for a real adrenaline rush. Note that the Asociación de Guías de Montaña (www.agmtb.org, in Spanish) certifies guides in Bolivia, and it's worth checking out their information before deciding on an operation.
Except for the altitude, La Paz and its environs are made for hiking. Many La Paz tour agencies offer daily ‘hiking’ tours to Chacaltaya, a rough 30km drive north of La Paz, and an easy way to bag a high peak without having to do any really hard-core hiking. Head to Valle de la Luna, Valle de las Ánimas or Muela del Diablo for do-it-yourself day hikes from La Paz.
There are tons of mountain-biking options just outside of La Paz. Intermediate riders can take on a thrilling downhill ride on the World’s Most Dangerous Road, while advanced riders may wish to go for the less-traveled Chacaltaya to Zongo route or the rides near Sorata. Beginners not quite ready for the death road may wish to check out the Balcón Andino descent near the Zona Sur, a 2400m roller coaster on a wide dirt road.