You are already on your way, but I have to agree with previous posters about the North Shore. It's the gem of Minnesota. Unfortunately, there are only 3 state parks north of Duluth that have electric (Tettegouche, Cascade and Temperance) and they are pretty busy this time of year. I'd still check on line.
In Grand Marais there is a city campground that almost always has openings. The sites themselves aren't so great (pretty close together), but you are right on Lake Superior and can walk into town. Make sure to try the Best Donuts place (they really are yummy). Another of our favorites is Sven and Oles pizza.
You can also drive the Gunflint trail where you may see a moose, do some hiking or just stop along highway 61 to check out the waterfalls and scenic views. Make sure to stop at a visitors information center for a north shore map. It lists all the top destinations in order of driving north along the shore.
Even if you don't stay overnight, Gooseberry Falls State Park and Split Rock Lighthouse are worth stops for the falls (tons of info on the north shore as well) and the lighthouse (you can do a tour or just get a great view of the lake and lighthouse if you head to the camping area and walk out to the lake).
Also, along the Minnesota/Canada border on highway 61 is Grand Portage State Park. They have a wonderful boardwalk that takes you to the highest falls in Minnesota as well as an old fort that you can tour as well as a visitor center. The fort is open until the middle of October and there are people dressed up from the fur trading days and they tell you lots of information and sometimes they are even cooking and you can try some of the food they are making.
Itasca is our favorite state park in Minnesota. You should be able to find openings there and there is alot to do in the park. You can do a Coborn's boat tour, rent a boat, walk across the Mississippi, check out the visitors centers (there are 2), bike (they have 15 miles of bike trails) drive the wilderness trail and eat at the historic Douglas Lodge.
Ely is a cool little town where most people stay either before or after entering the Boundary Waters Canoe area. There is a very nice COE park (Fall Lake) just outside of town. There is also the international wolf center where you can see live wolves and learn more about them. There are lots of unique fun places to eat in town.
