The Galaxy S4 Active is pretty solid as both a high-end phone and a "ruggedized" handset, but as with a lot of Samsung devices, TouchWiz keeps some power users away from a purchase. Now the indefatigable CyanogenMod team is giving you some AOSP-style options: they just released their first nightly build for the S4 Active. You can pick it up for your phone at the usual spot and install it via the custom recovery of your choice.
This build was created specifically for the international LTE version of the device, the i9295. It was not made for AT&T's localized version of the phone - not that that's going to matter for most users, considering AT&T's addiction to locked bootloaders. That said, there are some work-arounds for the AT&T model including the SafeStrap bypass system, so it's possible that this build might work for it. I wouldn't want to be the first one to try it out, though. Flash at your own risk.
The usual warnings for CyanogenMod nightlies apply - expect bugs in the first few builds, and wait for the S4 Active to get an M build if you want to avoid them. However, since the Galaxy S4 Active is almost identical to the standard GS4 in terms of hardware, this particular version of CyanogenMod might already have most of its rough edges smoothed out. As always, pick up the Gapps ZIP and flash it along with the ROM if you want access to the Play Store and Google services.