Philadelphia is a spring/fall city for outdoors adventures. The winters don't have enough snow for winter sports, and usually everything is just slushy or icy. The summers are hot and humid, because Philadelphia sits on the sluggish Delaware River. Trying to do anything outside in the Philly summer can quickly zap your energy.
Philadelphia has one of the best urban bicycle trails in the country, following the Schuylkill River out of the city to Valley Forge National Historical Park. Start at Boathouse Row along the Schuylkill, where you can rent a bike, and follow the path to Manayunk (a good turn-around point for shorter trips) or all the way up to Valley Forge. Up at Valley Forge, you can take a bicycle tour of the wintering grounds for George Washington's Continental Army.
Another great way to spend the day is to go running at Forbidden Drive on Wissahickon Creek in Fairmount Park. The main trail, Forbidden Drive, is a closed gravel road that is open to bicyclists, hikers, runners, and horses. Off of the main trail, you'll find 50 miles of trails for trail running and hiking - you will need a permit to take your bike or horse on them.
The Brandywine Valley, in Pennsylvania and Delaware, southwest of the city, has been saved from too much urbanization by duPont family money. Many of the duPont estates are now parks and historic sites. The roads in the area are good for cycling, although they can be very narrow and hilly.
The Delaware Water Gap, a few hours north of Philadelphia, is the best wilderness in the area. The best time to go up there is between Memorial Day and Labor Day.