The Parys mountain copper mine is fascinating to wander around – like another planet.
Newborough forest in the SE corner has lots of fire-road type stuff. It’s worth working your way out to Llanddwyn Island*, which is an absolutely magical place IMHO (*not really an island).
I think the road up the SW coast is really nice, but YMMV.
There’s also a small bike park near the Britania bridge (Coed Mor) – I’ve never been, though.
There are various gravel tracks at the mainland end of the Brittania bridge, running along near the edge of the Menai Straits, with some interesting stuff such as a a section of Stevenson’s original bridge, and the stone lions that used to guard the entrance to the bridge (if that’s your sort of thing).