One state that I am more and more impressed with every time I go through is West Virginia. Tons of outdoors things to do it seems.
For driving, it has nice roads itself... get up around where it meets MD and PA and you find out why their football team is the Mountaniers
... plus its fairly close to Hocking Hills in Ohio and Tail of the Dragon, etc in North Carolina.
Kind of one of those places nobody ever talks about but seems, on the surface anyway, to be pretty nice.