Lots of great walking thereabouts. Cwmcarn forest drive, The Raven Walk, the Ebbw trail, The Sirhowy trail. The Monmouthshire & Brecon canal if you fancy something leisurely with historical interest. Not much in the way of lakes that way, aside from pen-y-fan pond, but two good rivers (Ebbw & Sirhowy). For caves if you head a little bit north to the heds of the valleys there are masses of caves, one of the longest cave systems in the UK. I'm not sure if there are any more locally to Cross Keys but I will consult the map for you.
PM me for more details if you like. I might even be able to meet you.
Dave53 lives very close by too, so he may be worth dropping a PM.
i would suggest forrest drive as on november 2nd there taking down most of the trees because of larch desease so it could be a first and only chance to walk its 7 1/2 kilometres of woodland regards dave.
PS take your camera some stunning views
I'm from that area, live in Scotland now but there are certainly some nice areas to explore. Machen mountain and black vein. There's the dolomite quarry half way up to machen used to do a lot of target practice there with the rifle, More off the beaten track than Cwmbran forest drive. Twmbarlym mountain is also a good walk, easily recognised, just ask any local the best way to the tump. If you go to twmbarlym via tysign you could drop in to pant y reos reservoir for a wander also, huge body of water, surrounded by woodland, used to be full of trout, no doubt still a good few there