Warren Dunes State Park was a perfect place for self-proclaimed "adventurers". Only a 5 hour drive from our home in Louisville, the state park was reasonably priced for a campsite (however for non-Michiganders you have to pay a nightly parking fee or buy a recreation passport that's good for the calendar year--something NOT advertised on their website.
We were able to ride our bikes to the beach (only about a 10 minute bike ride) and there were trail heads that lead to the dunes close to our campsite.
Lake Michigan was really cold (as it was frozen just a few months ago!) but it was still a nice beach. No salt was a big plus!
As an added bonus, Tapistry Brewing and Greenbush Brewing were really close, too! We definitely could have ridden our bikes to and from Greenbush, had we known the area a bit better!