Some of the adventures in Punta Cana are not for the faint of heart, but if you are looking for a thrill there is plenty of opportunity. Drive a buggy or a jeep on the rugged off-road terrain or maybe you prefer to explore on foot through a cave expedition that leads you to Hoyo Azul. Once you arrive, you can cliff dive into the breathtaking lagoon below. You can also experience a high flying Punta Cana adventure by taking a thrilling zip line attached to the walls of the Farallon cliff in Cap Cana. Surfing lessons are available at Macao Beach, a location with the perfect conditions for someone just putting their board in the waves.