Adventure travel in Southeast Asia is an exciting and remarkable experience. If you're looking for adventure in an urban area, then a good place to start would be any of the large capital cities like Bangkok, Kuala Lumpur and Singapore. To the casual observer these places would appear to be westernized, but in fact they are so different from similarly sized cities in Europe, the U.S. and anywhere else. When arriving at the airport the sweet, tropical air is quite noticeable even before you clear customs and collect your bags. After you're out the door and waiting for a cab (and it won't take long for a driver to approach you) the humidity can be quite a shock, especially if you've come from a cooler environment.
Taking a walk around town is an adventure in itself. Remember, this is Asia and everything with wheels occupies every available square foot of road. This is true especially in Bangkok, where you'll see cars, buses, tuk-tuks, bicycles and one person scooters dart in all directions. Drivers in Asia seem to be more aggressive, and will cut people off if they can. Don't take it personally if nobody slows down for you if you're crossing a street on foot. The rules of road in this part of the world dictate that vehicles have the right of way. The markets are filled with unique souvenirs, which will cost next to nothing and the food is delicious! Street stalls offer exotic snacks all day and all night, and it's no wonder thousands of tourists come to these countries every year. They want excellent cuisine on a low budget.
Of course, Southeast Asia has much more than big, sprawling cities. Trekking in the Cameron Highlands of Malaysia, or in northern Thailand near Chiang Mai and Mae Hong Son can provide welcome relief from the heat and humidity of the cities. It's much cooler up here, and you'll be as close to nature as you can get. You can get the chance to see members of remote hill tribes, many of whom have never been in contact with outsiders before. Meeting people who have not been touched by the conveniences of 21st century life is oddly refreshing, and it makes for a richer experience.
If you're a mountain climber then take a crack at Mt. Kinabalu in Borneo. At 13,000 feet, it's not the most challenging peak in the world but it is the tallest in Southeast Asia. With its incredible biodiversity and endemism, the area surrounding the peak is on my "to do" list. Up and coming destinations include Vietnam, Cambodia and Laos. They are less developed than their Thai, Malay and Singaporean neighbours, but what they lack in infrastructure they make up for in charm and beauty. From the Golden Triangle up north where the borders of Thailand, Laos and Burma connect, you can cruise all the way down to the Cambodian capital, Phnom Penh.