I'm sort-of local, in Rocky Mount. I work in Raleigh. The closest trails are at Uwharrie. I don't wheel, mainly because I don't ever have any time (young kids, and school has just started back) and there's nothing close. Further west in the mts there is probably more. Also, if you like the coast, there are areas of the outer banks where you can drive on the beach, like camping out by the water, surf fishing trips, etc.
I see a pic with MTB's. I love mountain biking, but haven't been doing that lately due to tons of other issues with higher priority... but I try to get out as much as I can. There are some decent MTB trails in the area. In the Cary area is Lake Crabtree Park. Ride it now, there are rumors it'll be gone in the near future. RDU airport owns the land and they are looking to develop. Sanford are is close and pretty good. Look up
TriangleMTB.com, your source for mountain biking in Raleigh-Durham-Chapel Hill. Lots of info on local and area trails.