Devil's Lake State Park is the classic outdoor day trip from Madison, centered on a clear lake framed by steep quartzite bluffs. The best hikes climb to rocky overlooks where the water, forest, and Baraboo Range make a much wilder impression than the drive from the city suggests.
It is very popular in warm weather, so arrive early if you want parking and quieter trails. Swimming, paddling, climbing, and hiking all compete for space here, but the bluff trails remain the reason most travelers should make the trip.