The Kjolur trail leads from the coast of Northern Iceland through a remote area filled with hot springs, glaciers, snow-capped mountains, windy plateaus, moorlands and eventually also green, lushy fields to south Iceland. Several tour operators offer a Icelandic trekking tour on Icelandic horses. Together with a bunch of other travellers you end up defeating the impressive forces of Iceland's overwhelming nature, finished off with hot steaming drinks and tasty meals at the end of the day, of course. Ooh what a great trip.

And some crazy people have been known to have done the route by bike. 

Akureyri
Borgarnes
Dimmuborgir
Hofn
Hveragerdi
Isafjordur
Keflavik
Kjolur route
Lake myvatn
Laugarvatn
Mosfellsbaer
Reykjavik
Seydisfjordur
Skaftafell national park
Skogar
Stykkisholmur
Thingvellir national park
Vik
Westman islands