You're going to have a great time going in either direction.
We love our annual August trip up the north shoren of MN, it's a beautiful drive - lots to see. We've stayed each of the last 22yrs at the Grand Marais municipal park (previously mentioned). It's on the lake and a walk into town. Sven and Ole's wild rice pizza is GREAT, the Angry Trout is a very nice restaurant for more up-scale tastes. Wouldn't miss this trip each year.
We've also camped a couple times per year for the last 6 in the Keweenaw peninsula (UP) as our son was going to college at MTU in Houghton. Also beautiful country! We've stayed at McLain State Park but prefer the Hancock municipal campgrounds, more secluded spots right on the portage as McLain seemed pretty packed in during the summer. Lots of things to explore in the Keweenaw, you have to catch the snow thermometer gauge by the side of the road indicating annual snowfall (~25' average if I recall correctly). Many students at MTU fall in love with the UP and want to go back if they get the chance.
In between you could do the lower end of the north shore (Duluth) and then head along the south shore through Superior WI, Bayfield, Ashland and end up in the UP. We've driven this a few times, and camped in the Bayfield area once, again on the Superior shore. If you have enough time, and like to drive you could do the Superior Circle Tour around the whole lake and get to see it all. We did a 10day tour a couple years ago, I wouldn't recommend any faster and suggest taking even more time if you have it. The northeast shore of Superior (in Canada) is gorgeous!
Enjoy!