Caesar Creek State Park near Waynesville, Ohio has quite a few nice hiking and mountain biking options to go along with the boating opportunities on the lake.  I've become enamored with a little five mile hike that I start in the gorge (created by the namesake creek), leave the gorge by way of the levee, and make it into a loop by turning around near a horseshoe shaped waterfall called Flat Fork Falls (below).

 The Army Corp of Engineers has done an outstanding job with the gorge area, including the maintenance of the Gorge Loop Trail and all of its stairs, and the levee climb provides a bit of elevation change to give the hike a little bit of an Appalachian feel.  You do have to walk a tenth of a mile or two along a road on top of the levee before diving back into the woods, but that road crossing provides a beautiful view of the lake on the north side and an equally nice view of the gorge to the south.  I've put together a track of the route, "Caesar's Creek Gorge to Flat Fork Falls" that can be used to follow this path.  This particular route is especially enjoyable in the autumn as the trees are in the midst of their annual display of color (see photo below).