You can ride to the headlands from the city. There's both amazing cycling and mountain biking trails. You can ride down to rodeo cove and spend a day at the beach.
The Headlands are a quick ride over the Golden Gate. On the ride, you'll see wildflowers, rugged coastline, and the Point Bonita Lighthouse. Once you cross the bridge, take Conzelman Rd up ~700 feet to Hawk Hill. From here, continue on to the lighthouse. On the return trip, head back on Conzelman until it meets up with Coastal Trail. Head northeast on Coastal Trail until it rejoins Conzelman Rd.