What would be a good birthday adventure?

My birthday is right around the corner, and as I continue to tiptoe through my early 30s, I’m trying to make each birthday special. I’ve outgrown the big, loud drunken blowout, and am looking to do something solo and more personal. A trip maybe? Ride through the desert on a horse with no name? In a perfect world, it would be something akin to Hunter S. Thompson crossed with Hemingway, but unfortunately, cost is a factor. Ideas?