Climbing seems (outsider here) to provide a good combination of technical and physical challenges. I've been getting back into martial arts (BJJ and, now, wrestling, hopefully boxing soon) and have found the same thing there. Ballroom dance, again, provides a nice combination of physical and technical challenges.
I think that's what appeals to programmers (and similarly technically inclined folks) about these hobbies and sports. You learn some basics, you develop the skill and strength to perform them, and then you start applying the knowledge in new and more creative ways to solve the problems you face on the boulder, in the ring or on the dance floor.
The MMA gym I attend for BJJ. The owner was a wrestler in HS and college. There are a bunch of students (younger men than me) who have some background in wrestling (HS, college or both, some still in that) so he started a couple wrestling sessions a week for them. Also, some of the MMA guys wanted to learn a bit of wrestling to add to their skill set if they didn't have it already.
EDIT: Random plug, though this probably won't apply to anyone here: Rush MMA in downtown Macon, GA.
I think that's what appeals to programmers (and similarly technically inclined folks) about these hobbies and sports. You learn some basics, you develop the skill and strength to perform them, and then you start applying the knowledge in new and more creative ways to solve the problems you face on the boulder, in the ring or on the dance floor.