Devil's Lake is the second-most popular SP in Wisconsin, I believe - or perhaps even the first. And Door County is a big vacation spot for weekenders and weekly stays, both. If hookups are required, or even just desired, I don't think I'd chance it w/o reservations. But then, that's just me.
Lots of choices in/near the Dells and pretty many for Door County. Not so much for Milwaukee. Another SP that would be closer than Kohler-Andrae for MKE would be Harrington Beach. We never got to stay there before we moved, as it was converted from day-use to camping only a year or so before that. It's between K-A and Milwaukee, but still a good distance north of the city.