In my quest to do this, I think it's immensely important to budget well in advance. Finding a resort that includes recreation in its fees, with limited "add-on" costs is important, whether you are booking a frugal trip or breaking the bank with an expensive one.
This week, my family had the opportunity to visit The Whiteface Lodge in Lake Placid, NY. While the Whiteface Lodge is most definitely a luxury resort, there are so many activities that are included with the room price that I do find it "budget-friendly" (meaning that you can budget for this sort of vacation and have a good idea of what you'll spend in advance).
The Whiteface Lodge is an all-suite resort, and each suite has a full kitchen. Therefore, if you choose, you can cook most of your meals in your room. A hot/cold breakfast buffet is included in most room packages, so you can fill up at breakfast and eat light at lunch. And, most importantly, most of the activities are free, including:
The Whiteface Lodge provided us with a free night stay and three days at a discounted rate. One dinner at Kanu, the on-site restaurant was complimentary.