I live in Minnesota and couldn't agree more. We are right outside St. Paul and the weather is incredible at this time of year. Before we moved here 3 years ago, I would have wondered what I would ever do in Minnesota, but there is plenty. If you enjoy the outdoors, and the changing colors, then Minnesota is a great place to travel in the fall.
It is worth the drive to drive up north and see the color changes right now, but we will be in full color bloom here in 'the cities' in a few weeks. In addition, Duluth and Pequot Lakes have many fall festivals occurring in their towns. Canoeing at this time of year is a great option, or renting a boat on the St. Croix river. We also have hundreds of miles of paved bike trails in the state that take you right along many rivers and lakes, along with beautiful hiking trails.
As 'summervaca' stated, we have a very long winter ahead of us, but that is beautiful too, just very long. I actually don't mind the winters here because it much sunnier here then in Michigan, where we previously lived. I just wish it was about a month shorter.