I am from there and I have a few suggestions.
- take a bus North and visit the historic towns near Belo Horizonte: Ouro Preto, Mariana, Congonhas do Campo, etc.
http://en.wikipedia.org/wiki/Ouro_Preto

- Sao Paulo State coast, although it may be a little cool in May
Ubatuba and the little villages South of Sao Sebastiao are more "picturesque", Guaruja and Santos are bigger.

- if you are willing to fly, Azul Airline (it has something to do with Jetblue) flies everywhere out of Campinas
http://viajemais.voeazul.com.br/RouteMap.aspx