A good general site for activities such as walking, cycling, golf and historical sites is the Dumfries & Galloway Tourist Board . All of the following are within 10 miles of Bonshawbrae unless a distance is given.
There are lots of walking brochures in the cottage. A lovely riverside walk is from Annan to Brydekirk. It is about 3 miles each way and food in the Brig Inn (tel: 01461 207 896) at Brydekirk is good especially Sunday lunchtime - although it may be closed Tuesdays and fully booked Sunday lunchtime!
Eskrigg Nature Reserve at Lockerbie has lovely short walks, excellent hides and is your best bet for seeing red squirrels - look for them at the feeders beside the hides. (Red squirrels are seen at the cottage but not often. They come from the wood beyond the gate. We last saw them on 20 March 2012. Before that: 15th June 2011 and 8th July 2010.)
Lochmaben Castle Loch is a great three mile walk. There are a couple of cafes in Lochmaben too for afterwards.
You could go out with Annan Walking Group!
As with walking, cycling is easy. There are brochures in the cottage.
There is excellent birdwatching on the Solway estuary and in small local reserves. Two major reserves are:
Robert the Bruce
Bruce’s Cave where he saw the spider – allegedly!
In the last years of his life Robert Burns lived in or near Dumfries (22 miles) where you can find his Mausoleum and Burns House where he died.
Near Langholm (15 miles) is the Hugh MacDiarmid Memorial. You can walk up to Langholm Monument when you are there - it is route 8 on the Langholm Walks website. The monument is visible from Bonshawbrae - if you know where to look!