Even if you're not looking to compete or anything, agility helps your dog build confidence. The whole point of it is to figure out how to overcome obstacles quickly and efficiently. Sounds like something we'd all benefit from, to be honest. And it keeps your dog fit, bonds you two, and teaches your dog to listen to you. You would have a very obedient, fit, confident dog on your hands if you took up agility.
It may seem mundane, but walks are truly helpful. Not only do they help keep you in shape, they also allow you to expose your dog to the elements, the world beyond your home. They are bound to bump into other humans and animals while out and about. Suddenly, after all those walks you take, it's just another day, another stranger. It becomes normal.