When you don't have time, or money, for a full vacation, try a micro adventure. Mostly its finding something new, to you. Keep it simple, uncomplicated, not requiring a lot of planning. I've seen a lot of good ideas for little, local adventures. You can even combine ideas into one, as they suit you.
Your Own Old Neighbourhood
Explore a new or different neighbourhood. Walk down a street you haven't walked down before. Take a new route home from work. Try a new place for coffee. Look for a high point to see more of the area you live in and find other new places to walk another day. Look for historical/ ghost walking tours in your town or city, go on them. Go to a place you see everyday, at night. Look for houses with Little Libraries and exchange books you've read for those you haven't yet. Find festivals, events, workshops in your community - start looking at the library. Photograph an old cemetery.
The Great Outdoors
Start a new outdoor activity: fly a kite, plant a garden, have a picnic, go to the park, build a sandcastle, go swimming, or skating. Spend an afternoon blowing bubbles outdoors. Try geocaching or orienteering. Stargazing or moon bathing. Go out at night or very early in the morning. Make a campfire in your own backyard - bring marshmallows. Go beachcombing, rockhounding, or mudlarking. Walk barefoot. Forage for wild food.
Arts, Crafts, and Skills
Try something artsy or crafty. Never tried sewing, embroidery, crochet? How about painting, or drawing? Sculpture with paper, rock, clay, or something more unusual. Try cooking or baking with a recipe you saved but haven't tried yet. Learn to tie sailor knots. Practice your penmanship. Rearrange your furniture, be your own interior decorator. Play a game with just paper and pens, like retro Dungeons and Dragons. Go to an art tour, studio or gallery tours.
Get Active
Explore sports. Try tennis, hockey, ping pong, something you feel fit enough to tackle and haven't already done.
Another Time and Place...
Explore another culture or time period. Make a meal of authentic dishes. Add some fashion flair from another culture or vintage clothes, if you can find them. Learn another language, or enough of it to greet people and get directions. Follow and read a weblog from another country. Listen to a new style of music.
Sort out your sock drawer, really, don't keep socks without a pair.
Look for more ideas online if you haven't found one to start yet.