I experienced the same thing, and here are a few things that helped me feel more alive.
Swimming. I guess since it is basically done to keep you alive, it just makes sense. Also, the water surrounding your body gives you a different sensation then air, so the different feeling makes you feel more alive. Also the concept of holding your breath, then needing to come up for air, and taking deep breaths may make you feel more alive.
Bicycling. Anything from just cruising, to doing some tricks or jumps if you can. If you have any trails by you, it can be nice too. Since you are traveling, and not in a car, you can smell all the different trees or whatever scent is being given off. If you need a little adrenaline to feel more alive, then do some little jumps. You can use parts of the sidewalk for that if you need, or little dirt hills depending on your geographic area.
Rollerblading. The simple vibrations that your legs feel as you skate over the pavement make you feel like you are there. If you are experienced, skate down a hill, but be careful and wear safety gear. It might sound lame, but I got pretty nasty as skating, and do some downhill skating, and the combo of the adrenaline with the wind in my face really made me feel alive.
All of these options are beneficial to both you physical (considering you are wearing pads or whatever) and mental health. Whatever you choose, just be safe.