Try bouldering! The perfect combination between problem solving, fitness, and strength.
I have been bouldering for years, and I love that you can go with people from all levels, and everybody is having the same fun trying to succeed at problems. And a beginner that doesn't have the strength to do something can have th brains to show you how to do it.
I have brought many people with me over the years, most engineers / software people get totally hooked for some reason. I think it probably comes from the puzzle aspect of it.