There are a number of activity companies in Breil-sur-Roya where you can book yourself in for some river rafting, canyoning, via ferrata, mountain biking and many other outdoor adventures.
There are plenty of good hiking routes leading out of Breil and into the wilderness of the Vallée de la Roya. You can walk to Sospel in about five hours, from where you can pick up the Train des Merveilles to take you back to Nice, or Saorge and Tende are also wonderful places to trek to.
The GR52 trail that goes from Geneva in the Haute-Savoie to Nice in the Alpes-Maritimes passes through Breil, look out for the red and white markers painted on rocks, walls and trees. You can find all routes on map IGN #3841 OT Vallée de la Roya.
Other activities in the village include a tour of the olive mill where you can find out how olive oil is pressed and taste some tapenade, or a visit to the Ecomusée, a museum of rare and vintage vehicles ranging from locomotives to old tramcars.