Devil's Lake State Park, near the Wisconsin Dells. There is a youth camping area as well as the individual family sites. We actually stayed at three adjacent family sites, due to no available youth group sites that weekend. The family area was very wooded and quite nice, although MUCH more expensive than the group sites. Plenty of nice areas to hike, lots of wildlife in the area as well. About a 3 1/2 hour drive from Chicago. The Dells is near enough for a day trip to rent canoes if you are so inclined, and there are several places in the Dells where you can rent canoes and be put in a few miles upriver, to canoe down to the Dells. We were last there in April of 2007.
Theire website is
http://www.devilslakewisconsin.com/