As a couple, Starved Rock State Park (day-trip) works.
A genuine surprise in the flat Midwest: 18 sandstone canyons with seasonal waterfalls and river bluffs, about 90 minutes from the city — Illinois's best hiking by a distance. The honest catch is that it requires a car and a full day, gets very crowded on nice weekends, and the falls are best after rain or a spring thaw.