You can walk to this place from Wuyi Palace and even up to a nearby pavilion. Not done by most tourists as the rock can not be climbed and is clearly visible from the resort, river, palace, and during the Impressions DaHongPao performance.
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武夷宫
A temple with some display cases. This is included in the ticket prices and actually nobody checks tickets there because there is nothing to see. You can walk through it in 5 minutes and you will end up at this location for either the buses or the rafting trip so you might as well have a quick peek.
玉女峰
You see this from the rafting and from a rocky beach at the side of the river. It's a lovely rock, but there is not so much else to see. You can walk there from Tiger Roaring Rock or Ray of Sky.
天游峰, literally "Heavenly Tour Peak"
Big stone peak with breathtaking views on the nine-bend river and surrounding peaks. You can only climb one peak these days unless you want to climb over the "do not cross" signs like some tourists do (no-one will stop you), or look for small poorly-maintained trails running into the forest. The main peak can be really crowded and gets a little steep towards the end. You can have a little rest at the top (extortionately overpriced snacks and souvenirs) and return via an easier route at the back for 1.5 km. The Peach Blossom Cave and its temple are also 1.5 km away but unless you are prepared for a long hike you will have to return along the river to the same bus stop.
马头岩
Great scenery, which includes tea fields, an old temple, rocks, and rural buildings. This spectacular area is almost completely omitted by domestic tourists because it is a long (>1 km) walk from the nearest bus stop. The north entrance to its trail is a stone stairway at the entrance to the Da Hong Pao parking lot, and in the south it emerges at the back of Tianyou Peak. The connection south to Tianyou Peak was commissioned by tea merchants in the 1700s, and passes through some narrow gaps between rocks, over old stone bridges, and through valleys filled with tea fields.
虎啸岩
Great view over the surrounding rocky area, but the peak is closed off. There are still really nice places to see and the path continues to the Ray of Sky cave to the south or to Jade Beauty Peak to the north.
天心永乐禅寺
Tianxin Yongle Temple is a quiet and peaceful temple visit. From the main entry courtyard the left has a tea room which will serve tea to guests at no cost. Further in on the right is the dining hall. Eating with the monks is a fun experience. They have a donation box where you can put a few dollars. Lunch starts at 11:00. To eat grab a bowl and chopsticks off the rack in the back left corner. Take what you want and eat what you take. When finished go through the door in the same corner and turn right. There is an area to wash your bowls. Return the bowls to the rack to dry. From a large pagoda a few hundred metres past the temple, there is a trail through tea valleys that connects with the Da Hong Pao-Water Curtain Cave route.