Obedience activities are fun, even though the name may not sound like they would be. Obedience classes (including the advanced stuff) don't require as much space as some of the other dog activities, so they can be a great option for city-dwellers.
If your puppy is old enough I would first start him in some sort of puppy class just to get the basics down. That way you can do alot more stuff because he or she will listen to your commands. I really like agility to and I am looking into it also. I dont know if you know this but your puppy has to be a certian to start jumping although I am not sure of the age. I will keep you posted. I read somewhere that to start you can try to put a towel over your puppy and have them try to find there way out the other end. You can also show him or her how to weeve through the poles by putting them on a leash and showing them. Good luck and tell me what you have decided to do. I will try to get some more info.