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One of the best out cities I've been to in Europe is Innsbruck. You can literally do a new hike/climb/ferrata route every day for years. Several bouldering and climbing gyms in the city and surrounding area.
Tired of the same scenery? Drive a couple of hours to a different part of Austria, or even to Italy or Germany, everything is really close.
Only downsides are that it's an expensive place to be, and you can't simply go and set up a tent anywhere you want.