One of the types of cache is called Wherigo. The geocaching people came up with a game that you can play on some GPS devices and PDAs. People write cartridges, that you can download and then follow the instructions. Think of it as an interactive multi-cache.
A lot of people ignore them as they don't have a device, which supports Wherigo. However, there is an emulator, which you can download from the Wherigo website, which allows you to play the cartridges at home on your PC. To install the emulator, download and install the Wherigo builder from here. In the emulator, select Tools / Emulator.
Now, the bad news. Not all cartridges will run on the emulator - the author can choose to lock them and hence make them playable only on a Wherigo device. The good news - several of the ones I have downloaded work fine on the emulator. For instance, I downloaded the Brockham one, played it at home to see how it all worked and then went out and did it for real.
As it happens I have a device with Wherigo, but I could easily have done the cache with a normal GPS after playing it at home on the emulator.
As far as I can make out, this hasn't been a popular option - there are not that many Wherigo caches around, not many people have devices supporting it and frankly writing the cartridges is a bit tedious - the software for writing them is about as user-friendly as a cornered rat and hasn't been updated in years. So I have shelved all my plans round writing some cartridges.