Learn more about the best places to visit and top things to do in Cabo San Lucas, Mexico. No list of best things to do in Cabo San Lucas is complete without this outdoor adventure. Enjoy camel rides, ATVs for dirt, bungee jumping (or 300-foot-high swaying) and unlimited ziplining in a canyon adventure park located only 20 minutes away from both Cabo San Lucas and San Jose del Cabo. Cabo San Lucas and San Jose del Cabo, within Los Cabos Municipality, on the southern tip of the Baja California Peninsula, offers an array of attractions, outdoor activities, and fun things to do that are sure to please those looking for a little bit of sun-filled entertainment and adventure.