Most of the activities are not available inside the parks but are available in the towns near the parks. For a more complete list of activities go to links.
Trails range from the most difficult to beginners and there are also many tours.
Skiing Enormous choice but maybe cross country skiing in the dead of winter in Yellowstone. Not for the inexperienced but one of the best. Climbing How about the thrill of rock climbing in Yosemite where you can get some of the best training on beginners areas or for the most seasoned. Best place inside a national park to go 4x4 driving is Canyonlands. You can rent a jeep in Moab and there are long 4x4 trails both for easy access on the east side of the park and for extended stays, on the west side.