I want to second the Blanchard Springs Cavern suggestion. Since it wasn't opened to the public until 1973, it is one of the most pristine caves you will ever see. This ranks near the top of my list of caves. This is a somewhat remote area, but there is a nice CG near the caverns. No hookups, but showers and flushers. You have to drive through a low-water crossing so don't go after a big rain, but a really pretty setting.
Lots of COE CG's around Lake Ouachita. We stayed at Tompkins Bend. Many sites had electric but no water/sewer. Showers and flushers, though. We were there for mountain biking, so can't comment on the various hiking trails in the area.
Beaver Lake up near Eureka Springs has a variety of COE CG's. We stayed at Dam Site River with lots of trees and the river nearby. Eureka Springs is worth a day or two of exploring. Very romantic little town with lots of ups and downs (you'll get some exercise, even if it isn't hiking per se). If you're looking for a great place for dinner, don't miss the Local Flavor Café. Another place to visit in the area is the Pea Ridge National Military Park. Quite an interesting story there. While I'm not someone who goes to art museums regularly, I must say the Crystal Bridges Museum in Bentonville is certainly worth several hours (at least) of you time. Amazing collection of American Art. Free general admission.