I personally prefer sailing. That feeling of freedom, sea wind tugging at your clothes...it's usually very relaxing. At least if you're not in the storm, of course. That's why I would personally recommend sailing to anyone who loves to relax in not so standard way. Of course, owning a boat isn't so easy, the boat itself taking much of your time in terms of caring about it, but it pays itself handsomely.
If you want to sail on your own boat, you need to pass the captain's exams, but if you aren't so keen on studying or simply don't have time, you can still rent a ship with a captain, or use standard commercial sailing services. That way you don't have to worry about a thing (if your captain is a respectable fellow) and can focus on enjoying the ride, fishing, or just relaxing sailing by yourself or sailing with your family!
Happy sailing and make sure you don't get lost!