Prairie du Chien/Wyalusing State Park
A big group of my friends and I went here over the 4th of July weekend in 1999 after freshman year. This was such a great weekend - the town is adorable, right on the Mississippi and across from an equally cute town in Iowa. But we spent most of our time in Wyalusing, where we were camping. You can swim and play in the Mississippi (a totally foreign concept to a native St. Louisan), and get nice and sunburnt and all kinds of fun. The park is great though - it overlooks the river and lots of little towns - we must have seen 14 different municipal fireworks shows in the distance when we sat on the bluffs.