The Blue Lagoon seems to overshadow all of the other things you can do in Grindavik, or on the Reykjanes Peninsula. It feels like I’m on a bit of a crusade to get people to experience other things in Reykjanes: In particular, I’m a big fan of the Reykjanes Geopark (which really takes up most of the peninsula.)
One more adventurous tour we tried in Grindavik was a buggy tour with 4X4 Adventures Iceland. These tours allow you to explore the Reykjanes Geopark in a very different way. The word “buggy” might not convey the right tone here– think of an ATV, but one that can hold 4 people. Here is a picture of the ATVs, taken from the 4X4 Adventure’s web site:



