Chesterton, IN has a great little downtown.
Many places to explore in the State Park and National Lakeshore.
State Park - climb Mt. Tom, swim in the lake or just sun bathe. Lots of wooded trails.
National Lakeshore - Ranger led hikes and programs at visitor center. Visit Bailly Homestead - first European settlement in N. Indiana. Visit Chellberg Farm - historic farm. Climb Mt. Baldy tall shifting sand dune. Various Beaches east and west of the state park. Ride the bike trail along the length of the park. Visit Pinhook Bog. See the historic homes that were transported across the lake from the 1933 Chicago World's fair - House of Tomorrow, Cypress House, Florida House, Lustron House and several more. As others have said, take the South Shore electric commuter train from the Dunes Station to downtown Chicago. Or drive a short drive to Michigan City, IN and visit the zoo (pretty much right on the lake) or shop the lightouse outlet mall in Michigan City. See the 150+ yr old state penitentary.
Go to the Waterpark in Porter, IN right next to the Dunes state park.
