If you are going 'second tier' with State parks, just go to National Forests. Where I am you can see amazing waterfalls, ride down nature made water slides, gathers crystals, gather sharks teeth, see breathtaking ancient cedar groves, breathtaking lake views, breathtaking alpine lake views, breathtaking mountain views, see wildlife from mountain sheep to moose to if you aren't careful grizzlies (be smart, National Forests has way less safeguards than National Parks)(the only animal my son never saw on his wishlist was a porcupine, the scariest ever seen according to the kids, not a grizzlie or wolf, no, a beaver in the water while they were swimming), mountainbike/hike. All free.
Most of the National Parks (and National Monuments) are such for good reason but there are definitely alternatives and the most popular parks may have crowds (and restrictions) that make them not worth it at peak times. There are some parks I'd never visit during the summer. Not that all the alternatives are uncrowded. Some Wilderness Areas in particular have almost impossible to come by permits.
Daniel Boone National Forest in Kentucky is an unknown treasure outside of the state (unless you're a climber). The Red River Gorge has beautiful vistas, old growth hemlock stands, and really cool rock formations. And speaking of entertainment/travel/lodging inflation, primitive and developed camping are still cheap in the area.
