Trekking is possible in the Alborz Mountains, north of Tehran; from Karaj, it's possible to trek to the Caspian Sea. You can do Mountaineering and rock climbing here too. Skiing is becoming popular among wealthier Iranians, and foreigners who appreciate that this is one of the least expensive skiing destinations in the world. Shemshak, only a couple of hours from Tehran, is a good base for downhill skiing; cross-country skiing is possible around Kalardasht in Mazandaran province.
Beach activities are very low-key: swimming and sunbathing is segregated and not much fun for women because they must still keep to the full hejab at all times, although there are female-only swimming pools where the strict dress code doesn't apply. The coast along the Caspian has a few expensive hotels with private beaches but it sure ain't the Costa del Sol.
The best place to go fishing is the Caspian Sea, where salmon, bream, mullet and sturgeon are found in large quantities. Water-skiing is theoretically possible in many of the rivers and lakes, but is most common in the Karaj Dam. You can go hang-gliding off the cliffs near the village of Larijan, about halfway between Tehran and Amol.