bokononist's new Baraboo Page
Baraboo's not well known to non-cheeseheads but Devil's Lake Park is a pretty cool place if you're into rock climbing, beautiful secluded beaches, mountain biking, fishing, boating, etc. It's pretty unspoilt and not too crowded (at least when I've been there) and is a great place for a day trip from Milwaukee. There's a pretty cute ferry ride involved on the ride over, it's really pretty and I enjoyed it.
You can contact any outdoors/adventure place in Milwaukee and they're probably offering a rock-climbing trip there. Or you can freestyle it, like I did. Remember your bugspray.