Having mostly visited the island by boat previously, I had not explored many parts of the island away from the major harbors of Vineyard Haven and Edgartown. There is so much to see and do, if you love nature, that I still feel I have only scratched the surface after a year.
There are innumerable trails, short and longer, all over the island and only a short ferry ride away on Chappaquiddick. Many start off in a beautiful forest only to end up on a sandy or rocky beach. There is something very special about a hike that combines woods and water.
Some days, winter or summer, we just walk along one of the many gorgeous beaches. In the summer popular places will be swarming with bathers and sun worshipers, but in the winter you may be the only person on miles of beach. In any season you can eventually find your own quiet spot to just listen to the waves and wind, or to lie down and soak up some sun. There is no more relaxing exercise than walking on a beach.
Having tired of wandering off the beaten track it is always just a short drive or bike ride to one of the small towns. Each one has its own interesting businesses and restaurants, though many close in the winter. It's always a good idea to call ahead during the off season.
Those without cars can still explore almost every corner of the island using the excellent VTA buses. For such a small island the service is amazing! When I first moved here I lived car-free for about 6 months and really didn't miss much. The main difficulty was obtaining wine and beer, which are heavy to carry and only available in limited locations--none for sale except with a meal in Vineyard Haven!
Before I had a car, I would just rent one when venturing off island. There is a convenient car rental reachable by shuttle bus at the ferry parking lot in Falmouth. Not having to make a reservation for your car means you can just walk onto any ferry, saving lots of hassle and money. During the summer car reservations are hard to come by, and many people book in January for July trips. I also have a motorcycle, which has the advantage (besides being fun to ride!) that you can almost always slip onto a ferry. Same with bicycles.
Of course, all of these ferry trips to escape to the mainland add up in cost, making for a substantial line item on many budgets. Since Sail MV is flat out in the summer, I rarely get off island during the peak travel times, but then in the fall, winter, and spring I have to time ferry trips around bad weather. Last October we couldn't get off the island for three days during a gale, and my son was on the verge of missing a flight when we finally did make it. Just one of the peculiarities of island life!