At the beginning of the year I started running.  I just completed a Couch To 5K program 
http://www.coolrunning.com/engine/2/2_3/181.shtml, I'm signed up for a 5K race, and I'm running three times every week (this week I'll be lucky to get two runs in).  I'm not fast and I can't yet run continuously more than about three miles, but I don't have to outrun the bear, I just have to run faster than YOU.
For several years I've been shooting pistol competitively in a local league, and taking advantage of marksmanship and pistol combat training.  This is by far the most fun that I have with clothes on.  More recently I've started to compete a bit with rifle (just a few matches per year) and take some rifle training as well.  
My league also offers a one-day trauma first-aid class that I haven't yet been able to attend, but it's on my to-do list.  I'd like to take a full wilderness first aid class, but I don't know when I'll be able to take that much time off from work.
I signed up for my local CERT team.  Training starts soon.
Finally, I read a lot.  In addition to fiction, I read survival, marksmanship, pistol combatives, and first aid books.  I don't confuse reading a book with training, but the knowledge gained from the books lets me plan out my training objectives and sometimes helps me get more out of the classes I take.