Mississippi Palisades is another nice place to visit for some limited climbing routes and some decent hiking scenery.
The town of Galena is also nearby which is a beautiful old mining town transformed into a antique center with nice restaurants and wineries.
The Climbing routes at the Palisades are limited; some are starting to fall apart, and usually will have a lot of people waiting to climb the routes there.
It is a nice vista overlooking the Mississippi river which is enjoyable for a casual day hike but I find this location a backup place to visit over Devils Lake in Wisconsin as it is around the same distance from Chicago and Devils Lake offers more climbing routes for people.