If you could only do 1 activity on Madeira it should be canyoning. This is by far the most exciting thing to do on this island as you can't get closer to nature than this. You basically hike the waterfalls, which is so much fun. It's a true adrenaline rush and at times it can feel scary, but you are in good hands. This company we went with is the best on the island and we felt safe the whole time.

Our video from canyoning: https://youtu.be/ZY9y7rxCTFs?list=PLubamaBf6Gfk_artKbESO_prkJSmveLWL&t=55