Surfing is a tough sport to do well. Most of the waves in Bali are better for short boards; that is, they are not the long, slow peeling, Waikiki breaks that are good for older surfers (like me) or long boards. Kuta and north area have good sand bottom breaks that hold well up to about head height so that is a good place to improve. Currents are significant in Bali.
you can try Kitesurfing. its the windy season in Bali now (that is bad for surf) so the Sanur area is perfect. the sport is kind to the body, and easier to learn than other similar sports (surfing, windsurfing). good group of (regulars) people down there as well (i kited for most of July). if you are moderately atheltic, you should be up within 1-4 hrs and blasting away within another 1-4 hrs of water time.
...and yet another thought... there is an indoor football (soccer) hangar right on Jalan Sunset. i think its called "Ballz" or something like that.
