Your quest for a hobby sounds very familiar. I’m always considering the same thing. Here are some hobbies on my list:
Archery is a hoot. If you can find a good public archery range close to you, preferably indoors, I’d give it a try. It’s not expensive (unless you go nuts with olympic-quality gear), and a good Archery range will have fun-nights with competitions, inexpensive classes, and possibly leagues you can get involved in.
It sounds like you like to be competitive - how about Pool? Pool has stuck with me as a hobby for 20 years now. Even if you don’t have your own table, you can probably find a pool hall close by. Pool done right requires strategy, accuracy, and finesse. Easy to learn, wickedly hard to master. There are lots of good online resources. Most medium-sized cities and up have public pool leagues where you can join a team and be competitive. Check out the Billiard Congress of America - Enjoy Pool web site for more info. If you learned to play in a bar, be aware that ‘bar pool’ barely scratches the surface of what pool is all about.
Astronomy. Get involved in a local group. Take a few trips the local planetarium on a public scope night and see if you like it. Won’t cost you a thing.
The RC suggestion is a good one. If you’ve never looked into the hobby (or looked at it when you were a kid), you’d be surprised at what’s out there now. You can get miniature indoor helicopters, ‘park flyers’ you can build in an evening and fly in the local schoolyard on electric power, and other cool devices. You can fly video cameras or live video feeds. You can get started for under $50, including radio.
Fishing. This is one I keep meaning to take up in the summers, especially now that I have a daughter coming of age to enjoy it.
Painting. It doesn’t have to be sedentary - depends on the subject. Paint landscapes, and travel around looking for interesting subjects.
If you’re into cars, you could try auto-cross. If you’ve got a car that’s even mildly sporty, you could probably find an autocross course for you. Even if you don’t autocross, you could consider taking a high-performance driving course. Not only would it be fun, but it will make you a better, safer driver.
Carpentry/Metal Working/sculpting, etc. Find something new to do with your hands. I have a friend who builds little ornate wooden boxes like humidors or small cabinets. He either keeps them, or sells them, or gives them as gifts. This is something that interests me - if you make something of high enough quality, it could stick around for longer than you, leaving a little piece of yourself behind.
SCUBA Diving: You can take a local course for a couple of hundred bucks and get certified. Even if you don’t do much diving after, it’s a cool experience.
Sailing: If you live close to a lake where they have sailing instruction, give it a try! I plan to do that this year. It’s a nice combination of technical fidgetry, exercise, and sport. You can buy a used day sailboat for a few hundred bucks, small enough to lash to a roof rack so you don’t even need a trailer. You can even get into racing them, or you can take a vacation later and get certified to be able to skipper a large recreational boat. Then you can go on sailing holidays and rent a 30-40 ft boat for a week or two and sail around.
Guns came after archery.