Tossing in my 2 cents.
We only visit state parks because I go camping to get away from people and we don't want to be parked right next to someone (as if we were at a parking lot). Sometimes state parks are like that, but generally there is some nice space in between sites. Our favorite parks are:
Hickory Run State Park - Great all around park. Nice clean lake for swimming that you can also fish in certain sections. Plenty of trails (of various lengths) for hiking. Just about everything is within walking distance.
French Creek State Park - Another great all around park. There is a pool for swimming, fishing in the lake. 18th century iron producing community. Lots of hiking, biking and horseback trails of various lengths. There are stores within a few minutes drive if you need/forgot anything. Not like I know from personal experience.
Ricketts Glenn - This park and I have unfinished business together. 2 years ago we made the drive (~3 hrs) only to have the lifting crank on our camper break. We promptly packed up and went home. From what we saw it was a beautiful park. We plan on going back this year.
World's End - The area is absolutely beautiful. The trails were great, but you had to drive to every trail head, or add on a few more miles to your hike. Swimming is done in the river as it flows into a deep pool. The water, in August, was FREEZING! Not very many sites and they are somewhat cramped. All-in-all a good place.