Ft. Robinson State Park is interesting historically, be sure to catch the film at the old fort museum and don't pass up the little dinosaur museum. the food at the lodge is ok, but not memorable. there's a little chicken shack down the road in Crawford.
20 miles north of Crawford off 2/71, there's an archaeology dig, the Hudson Meng Bison kill site..interesting tour and a really great steak house, yes steak house, on the way out there in the middle of nowhere. But the road is pretty dusty, so you have to put up with that. Get some good directions to the place.
There's a walmart over at Chadron, and another state park that is prettier than Ft. Robinson, but there isn't as much to do over there.
Highway 2 from Alliance takes you through miles and miles of miles and miles of ranch lands. There are no scenic pull outs or rest stops on this road, so if you need a break, stop in whatever little towns you find.
There is another state park down by Halsey. It is the state tree nursery, so there's a lot of trees there. We have not camped there, but I expect it is nice.