If you're looking for a chance to get away from the relative bustle of Reykjavik and don't have the time or inclination to hop in a Super Jeep or ford a river or hang out in volcanic cavities, then a refreshing jog along the paved track that runs through the suburb of Seltjarnarnes to the Grotta Lighthouse at its westernmost tip is a great choice if you're looking to stay active.
If you're from a part of the world that gets a proper winter, we're sure you'll be able to jog the 5 or so kilometer through what can often be a brisk, biting wind. Enjoy views across the bay of massive, snow-swept cliffs (you can pinpoint Mount Esja) and, if you're looking to stargaze or are crossing your fingers for some aurora borealis, the lighthouse at the end is one of the best places in the Reykjavik area to do so.
As far as finding the path, it's actually quite easy to come upon it if you just head to the coast south and west of the city; it's fully paved and even has drinking fountains periodically along the way. It could be a brisk start to your morning or a chance to enjoy the bounty of the sky at the end of your day. Either way, the Seltjarnarnes Peninsula Path is a great chance to get out and get active.