Our best and cheapest vacation to date was a road trip from MI to TX.
We stopped in Indianapolis. Stayed at a hotel who had rooms that were converted railroad cars. Did the Children's Museum and the Indianapolis Zoo
Then we stopped at Branson MO and did the whole tourist thing. Rode the duck boats, went to lambert's (the restaurant that threw rolls at you- made it more fun because we saw them featured in food network)
Stayed in TX for 3 days. Visited Dinosaur Valley. My girls loved the watering hole with the fossilized dinosaur footprints
On the way back, we stopped for 2 days at St Louis, MO. Hit the ZOO and visited the City Museum. By far the best playground ever. It had secret passages, metal mazes that take you stories above ground linked to 2 real planes. It had a dragon's lair dimly lit with secret passages a well. Even us parents had fun.
We also love Pigeon Forge, TN. Mountains, cabins, horses, white water rafting (ours was the wimpy kind we had a 3 year old then). They also offered zip lining. I always loved the mountains so it was great for me. We went with about 9 families and got a 12 bedroom 12 bath cabin. 9 of the rooms had a king bed and a full size futon and the 3 had 2 sets of queen size bunks which the children enjoyed. It was great because we ( well not me) were able to cook. There were activities for everyone. We didn't necessarily had to hang out with everybody all the time.