If thrills are what you're after, head to Dunas, located 1.3 mi (2.2 km) from central Rafael Urdaneta. If you'd also like to explore some of the parks in Rafael Urdaneta, head to Fernando Penalver Park.
For some things to do in Valencia, browse the shops with a visit to Sambil Shopping Center or you can get outdoors at Campo Carabobo. Be certain to include a visit to Fernando Penalver Park.