Distance from Chicago: 458 miles northwest, seven-hour drive
Why it made our list: Hiking is cool and all, but driving over a road of ice to check out the mesmerizing ice caves of Apostle Islands National Lakeshore? Way cooler. Literally. Most of the year you can access the caves by boat or sea kayak, but once the ice freezes thick enough to allow car traffic the ice road makes for an unforgettable winter road trip.
Bonus points: From the town of Bayfield, take a side trip by ferry, snowmobile, or wind sled (yes, wind sled) to the charming Madeline Island, the only Apostle Island with permanent residents as well as one of the best beaches on Lake Superior. Grab a winter rental at The Inn on Madeline Island for prime Jacuzzi tub soaking, fireplace defrosting, and lake-view peeping.