Such a fantastic idea! I started doing to same with my son when he was 3. The one on one time you get while experiencing new things together is really great.
I'd second erik123's suggestion to maybe stay closer to home if this is your first trip together. For our first father-son trip we went to Seattle and then we've done longer trips every 6 months or so. In a few months the two of us will be going backpacking together in New Zealand. I'm glad we built up to it so I could see how he does on his own and what his interests are.
Since you're based in Cleveland, if you want to visit a new culture, I'd suggest Montreal as an easy first destination. You'll have a great time dining on the streets there, going along the waterfront, and the exchange rate makes it a great value. As Erik mentioned, the caribbean is also worth looking into as most kids love the beach.
Its great you're planning on doing this now, whatever you end up deciding, I'm sure you'll have some great memories.