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However, some prefer to do things that take them out of their comfort zone and that provide not only a useful distraction from the pressures associated with their profession, but that can also lay the foundations of the life that will follow their retirement.
The classic example is Lewis Hamilton, who has a wide range of interests in clothing, music, food and now movie production. The seven-time world champion has always insisted that it's important to spend quality time away from racing.
His former Mercedes team-mate Valtteri Bottas has gone in a different direction by becoming a gin producer.
The Finn is not the first racing driver to move into the alcohol business. Jarno Trulli, Mario Andretti, Jody Scheckter, Stefan Johansson and Daniel Ricciardo are just a few examples of drivers who have been associated with wine, while both Jenson Button and David Coulthard are involved with whisky.
The added appeal of the gin business for Bottas is that he's undertaken the project in conjunction with his partner, Australian cyclist Tiffany Cromwell. Thus it's something that both can devote their energies to.
"It really was triggered by passion from both of us," says Bottas. "Before we met, we both always liked gin.
"And since we started to live together and travel together, we've been collecting gin. We're pretty fortunate that we travel to different countries and get to try different products.
"So eventually it just came to a point that we wanted to do our own. We just decided one day let's do it, because it's a common interest.
"So then we started working on it. And it was a bit less than two years later that we launched the product, which was last year."
The first step was to find like-minded business partners with inside knowledge of the drinks industry.
"We teamed up with a couple of people from Blue Coast Brewery, a beer from Nice," says Bottas. "They were part of starting that company quite a long time ago and then they exited. And they were also looking for something to do.
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"And then we started to look at all the options. One was to try and distil the gin in Monaco, because that is where we live. But we then opted for Finland, because we got to know these people from the distillery that we use.
"They have many award-winning gins already. One of them is Arctic Blue, which was chosen as the best gin in the world five years ago. They know what they're doing. So we started to work with them on the recipe and what we wanted.
"One big reason why we chose Finland was actually the purity of the water, because water is really important in distilling. Basically, the purer the water, you don't have to filter it, and it's always better.
"It's actually water that you can get even from any tap in Finland. If you compare it to a bottled water like Evian it's always purer. It makes a good product. So that's why we chose Finland as the distilling place."
A big choice to be made was finding a recipe that made the product distinctive. Bottas was keen to use oats from his family's farm as the key ingredient.
"It's been going for many, many generations, it's a small farm in the south of Finland," he says. "My dad was born on that farm, but he moved away when he started studying.
"So my dad's brother now runs the farm. They do oats, wheat, rye and barley. Bakeries buy it, or companies who do porridge and stuff like that.
"It was something new, we believe it's the first gin distilled with oats, and it just brings a really nice smoothness and bit of sweetness to it. And also because I love porridge! So it's pretty cool."
Cromwell's roots in the apple-growing Adelaide Hills region of South Australia provided the inspiration for the other main ingredient, although Finnish-grown examples are used.
Bottas added an extra element to the branding by specifying a vacuum distillation process, which is highlighted on the Oath label.
"There are some distilleries that use it, but it's not very common," he explains. "Vacuum distilling means that you can do the process with a lower temperature than normal. Many times when you have to use high temperature, you lose quite a bit of flavour.
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"For example, if you would do the usual distilling with oats and apple, you would definitely lose quite a bit of the characteristics of those.
"Our distiller found that especially for the oats with the usual method you easily get a bit like a burning taste almost. So it just works for that."
Having a good product is one thing, having something that you can actually sell to the public was another step.
"There was lots to learn, and we really started from scratch," Bottas admits. "We did get some help from marketing agencies. But I was involved through in all of that process from the label to which kind of bottle, etcetera, so it was quite interesting."
Choosing a brand name that was distinctive and fitted the concept was the biggest challenge. The first choice, intended to conjure up a solid Finnish image, wasn't possible.
"The initial idea was to have 'sisu', which is the Finnish word for mental strength or willpower," Bottas admits. "But obviously trademarks were pretty strict on that.
"I had to find Plan B, and then we went through a few different things. And Oath became the word, because it is like a promise, and on the back of our bottle, there's a bit of a poem and a promise.
"So it's a strong word from two athletes that have their dream and been always chasing for it.
"And it is distilled with oats, so obviously the word is there as well. And you can play with it, like bloody oath and all these things! So it makes sense."
So how has it worked out in financial terms? Bottas admits that there were a lot of costs up front, but the business is now starting to make sense.
"There is an investment when you start a company," he says. "And when you start to produce stuff. But hopefully by the end of this year we should be profitable. That's kind of the plan.
"Obviously long-term, we're not planning to lose money. But I don't think it's going be the thing that makes me rich in relation to F1 racing!
"In the first year we sold about 33,000 bottles in Europe. and we're obviously expecting to sell more this year. The distillery still has plenty of capacity, so that shouldn't be an issue.
"But we definitely want to make sure that we can keep the quality. We're not going to be a mass producer. That's not really in the plan, because it is a passion project.
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"We're getting more and more into different countries now. And that's been probably the biggest challenge, getting the right distribution network, and being approved by different countries.
"So we have now Finland, Sweden, Norway, Spain, France, Monaco, Italy. Certain countries would need their own lab testing before approval, and the whole process takes such a long time with alcohol products. So step-by-step."
Australia is one of the toughest markets, but given their links to the country Bottas and Cromwell are keen to break into it.
As a first step, they've undertaken a collaboration with established South Australian producer Ambleside to produce a special gin called Omena (Finnish for apple) for the domestic market, made with the peel of Adelaide Hills apples from close to Cromwell's home.
The initial batch was limited to 1477 bottles – Bottas' race number was the deciding factor – but the hope is that eventually Oath can be sold down under.
"We definitely want to be in Australia," he says. "For that we're still figuring out the right solution with how to do it in the long-term, because export costs and tax is pretty high. So one option would be to try and make the gin there. But still TBC. Then the USA is definitely on the list, and the UK."
Now that the Oath name is up and running the possibilities to use it for other products are endless. Some ideas are already in the pipeline.
"We are planning not only alcohol products," says Bottas. "One that we've been working on is electrolyte water, because we've been asked to have something non-alcoholic, because you can't have gin all the time!
"And with me and Tiff being in sports it's something that we feel that in Europe is still not on the same level as the US. They are pretty big into electrolyte waters and stuff like that. So that's one area that we might be targeting.
"And we have other alcohol products as well in mind, probably for next year. But I don't want to reveal anything yet."
Bottas admits that it's been good to have something to take his focus away from racing.
His life at Alfa Romeo is a little more relaxed these days, but it's worth recalling that he embarked on the gin adventure while still dealing with the huge pressures of being Hamilton's Mercedes team-mate and facing the annual challenge of hanging onto his job.
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He's really thrown himself into the project, and over the recent Australian GP weekend he was working hard on promotion of both Oath and Omena, attending events both at the track and in downtown Melbourne.
"Definitely for me, I feel like I need some other things to do sometimes, otherwise my brain will fry!", he says.
"It's really refreshing to do something else and have your focus on something else for a while. And then when you come back to a race you feel fresh mentally, and ready to go full gas again.
"And it's been really, really enjoyable. And, like for xample, doing PR events for Oath instead for certain partners that you kind of have to do, it's different. You obviously have the passion for it.
"It's not only that you're giving energy, it also feels like you're kind of getting something or doing things you like to do."
The Oath project along with a parallel venture into coffee production, also gives Bottas something to look forward to when the time comes to hang up his helmet.
"It is a long-term plan that we have for this company," he says. "And we both really like to deal with it and want to see how we can develop it further. So for sure, it's a long-term thing.
"But I'm involved in quite a lot of other things and investments as well. I think it is important when you're in sports to have something so you don't just drop on nothing, basically, when you're active career ends. And so I think Oath is part of the plan. But I definitely still have many, many years left!"