Muscat is full of places. It's like the gems there are just waiting for explorers to uncover them. There are many beautiful valleys spread across Muscat and the surrounding areas. I have only been to one called Wady Shab. If you want to know more about the other ones. It might be worth posting a question on the Muscat InterNation Groups. The expat community there is closely knitted and they organise many adventures. They have a good knowledge in the local adventure spots.
The drive from Muscat to Wadi Shab was really enjoyable. There are so many lovely mountain views. My friends and I stopped along the way to take pictures of the views and of Muscat from the distance. There were beaches along the rid, but non of them were suitable to swim because they were full of rocks and jelly fish. Yes we even tried!
We went in September during mid day so it was a bit toasty (HOT!). We crossed the little lake with a boat. That took 2mins. Then we walked on million small rocks for about 15-20mins max to get to the other lake to see the cave. It was full of guys, so we didn't swim and just sat for a while and enjoyed the view. It was cool nonetheless!
Photos below are in order of what we saw first.
For more things to do in Muscat, please check the Ten Things To Do In Muscat post.