Lots of people drive from Winnipeg to Grand Forks to go to the mall, but that's mainly because of the difference in sales tax between Canada and North Dakota, and the general ability of Canadians to manipulate the duty-free limitations to their advantage. The mall itself is nothing special.

To the OP: Teddy Roosevelt NP is worth a visit. Just keep in mind it's a long drive across the state from Fargo. Don't forget to factor that in. It's actually a shorter drive from Fargo to Minneapolis than it is from Fargo to the western half of North Dakota.

The Missouri River corridor through the middle of the state may be worth a few stops.

Winnipeg? Well, it's actually a very nice city but I'm not sure it would be worth a side trip. Make Winnipeg a trip in and of itself and use it as a launching point to explore the wilds of northern Manitoba.