The Indiana Dunes National Lakeshore might be the most beautiful place in the Hoosier State—which, to some, might not sound like much of a ringing endorsement, especially since it’s flanked by steel mills and power plants. But this nearby national park features 25 miles of natural beach, hiking trails through forests, prairies and marshes. And, of course, there are the dunes themselves: massive mountains of fine sand, perfect for a sliding barefoot sprint and leap.
Bring your tent, sleeping bag and camping gear and head to Millennium Station at Randolph Street and Michigan Avenue to catch the South Shore Line train (round-trip ticket, $13.60). The South Shore does not allow conventional bikes onboard; however, folding bikes are permitted and would be useful for exploring the greater Dunes area. It’s a relaxing, scenic, 90-minute train ride to the Beverly Shores stop and the national lakeshore’s Dunewood Campground.