Starved Rock State Park is about 75 miles away and is good for a day trip. It will be somewhat crowded if the weather's nice.
I know there is a lot of outdoor activity in the hilly part of northern Illinois, near the town of Galena, but I'm not sure what, save that a friend's boyfriend goes fishing there a lot.
The Wisconsin Dells are about a 2-3 hour drive and I remember lots of hiking there (as well as fun water parks) when I was a kid. I don't know what it looks like now, but the website is wisdells.com.
Also, the Indiana Dunes State Park and the Warren Dunes State Park (in Michigan) are good day hiking and camping options.
Oh, Allerton Park in Central Illinois is owned by the University of Illinois and used to belong to a Mr. Allerton. It's quite large and quite pretty on a spring day, with sculpture gardens and flower gardens, nature trails and the like. It's a bit farther though - closer to 150 miles. See
http://www.allerton.uiuc.edu/ and
http://en.wikipedia.org/wiki/Robert_Allerton_Park.
If you're looking for cities, it's worth checking out Milwaukee (about a 90 minute drive from Chicago), and perhaps exploring a bit to find some small, quaintly Midwestern towns off the highway.