Ozarks: Ozark Trail, Ozark National Rivers, Mark Twain National Forest (several state parks). Silver Mine campground may be the best. Those are in Missouri. I haven't been to the Buffalo River in Arkansas but it's highly recommended.
Southern Illinois: Shawnee National Forest especially Garden of the Gods area.
Southern Indiana: Hoosier National Forest especially Charles Deam Wilderness. Nice second-growth forest.
Western Central Indiana: Turkey Run and Shades state parks. Very distinctive canyons.
Northern Indiana: Indiana Dunes National Lakeshore, avoid the beaches and hike behind (south) of the dunes.
Kentucky: Mammoth Cave National Park. Do a cave tour or cross the river and do some hiking.
Kentucky/Tennessee: Land Between the Lakes, a more developed rec area but with hikes, campgrounds, power boating, and a battlefield!
Many of those have SP pages (some by yours truly).