Check out the Great Smokey Natl Park, it's about a 5 hour drive from Indy. Besides the usual shows, in the summer there is swimming, driving through the mountains, fishing, a couple resorts with water parks, etc. But Pigeon Forge/Gatlinburg can be a tourst trap (like Branson), so we stay away from the main drags as much as possible. You need to exchange about 10 months ahead of your trip if you are going to get anything decent for the summer at the better/popular resorts.
Branson is another area that has similar activity. Again we don't spend any time on the main drag, but spend most of the time in the Ozarks. There are many hiking trails, many state parks, etc. in the mountains. The nice thing about Branson is that it isn't nearly as difficult to exchange into the better resorts during the summer.
You can start reading backwards though this section of the forum for more ideas.